7 дек. 2013 г. · I have the random variables X and Y, with joint density function f(x,y) over the plane −∞<x<∞ and −∞<y<∞. I am trying to find the expectation of ...

24 окт. 2014 г. · My question is about taking expectation over random variables. Lets say I have two random variables Ξ and θ where Ξ is for example a poisson point process.

8 янв. 2019 г. · The last expression gives you the expectation of f(X,y) where X denotes the random variable and y is fixed. So defining Zy:=f(X,y) it gives ...

11 мая 2015 г. · If X is a random variable defined on a probability space (Ω, Σ, P), then the expected value of X, denoted by E[X], ... is defined as the Lebesgue integral.

7 февр. 2014 г. · Expectation of two random variables X, Y is defined as the sum of the products of the values of those random variables times their joint probabilities.

20 июл. 2020 г. · Intuitively, E(XY) may be considered the probability-weighted average of the product of the random variables measured over the support.

18 июн. 2021 г. · where X and Y are two independent random variables, is the following: E(XY)=∫R∫RxyfX,Y(x,y)dxdy=∫R∫RxyfX(x)fY(y)dxdy=(∫RxfX(x)dx)(∫RyfY(y)dy). I ...

10 февр. 2021 г. · In general, if you have two random variables X and Y with joint density f(x,y), then the expectation of the random variable g(X,Y) is given ...

9 янв. 2019 г. · Actually you should write E[f(X,Y)] and E[g(E[X],Y)] using capitals for the random variables, as you also introduced them. Secondly what you ...

23 февр. 2023 г. · The theorem which holds for X being F-measurable and Y independent of F says something different: E[g(X,Y)|F]=E[g(x,Y)]∣x=X.