# Questions tagged [expectation]

The tag has no usage guidance.

93 questions
Filter by
Sorted by
Tagged with
28 views

110 views

### Is $\lim_{s \rightarrow 1} E(f(X_s)) = \lim_{N \rightarrow \infty} \frac{1}{N} \sum_{k=1}^N f(k)$?

Let $s>1$ be a real number. We look at the zeta probability function / Zipf probability function defined as: $$P(X = n) = \frac{1}{n^s \zeta(s)}$$ Suppose $f: \mathbb{N} \rightarrow \mathbb{R}$ is ...
1 vote
18 views

### Сonditional characteristics with respect to a discrete random variable [closed]

160 asymmetrical coins participate in the first roll. In the second roll, only those coins on which the "eagle" fell out in the first roll participate. It is known that the probability of an ...
70 views

### Integral form of expectation with respect to complex random variables [closed]

Let $h$ be a random variable and $g(h)$ be a real-valued function of $h$. We know that if h is a real-random variable then: $E_h[g(h)] = \int_{-\infty}^{\infty} f(h) g(h) dh$ where f(h) is the PDF of ...
1 vote
51 views

### Expected matrix created from two random orthogonal-projection matrices

Consider an arbitrary finite set of orthogonal-projection matrices (symmetric, idempotent, etc.) in $\mathbb{R}^{n\times n}$. We draw two matrices $Q,P$ uniformly and i.i.d. from this set. Question: ...
1 vote
61 views

### Partial derivative of expectation and Stein's lemma

Currently, I am reading a paper about the Gaussian Process in Neural Network . In the solution of the main result in this paper, the author applied Stein's lemma and claimed an equation about the ...
39 views

### Expected value of ceiling of a random variable

I have a continuous non-negative random variable $X \ge 0$ defined by a black-box cumulative distribution function $F(x) = \Pr [ X \le x ]$. In other words, I have an algorithm to calculate $F(x)$ for ...
65 views

86 views

### expectation of log(1-x^a) if x is a beta random variable

How can I compute $\mathbb{E}_{q}\Big[\log (1-x^a)\Big]$ when the distribution of $q$ is given as $q(x)\sim\mathrm{Beta}(\alpha,\beta)$?
55 views

208 views

### Expectation of period length of functions $f:\{1,\ldots,n\}\to \{1,\ldots,n\}$

For $n\in\mathbb{N}$, let $[n]:= \{1,\ldots,n\}$. Let $\text{Fun}(n)$ denote the set of all functions $f:[n]\to[n]$. To $f\in\text{Fun}(n)$ associate a sequence $\text{seq}(f))$ defined recursively by ...