Dose 2016

5.2

③ There are two most important expectation values:

a) The expectation value E(X) of the stochastic quantity

X itself

∞

ξ = = ⋅ ∫

( )

E X

( ) x f x dx

−∞

b) The expectation value of the function g(X) = (X- ξ ) 2 , expressed as E((X- ξ ) 2 ) which is called the variance

∞

) 2 − = = − ⋅ ∫ 2 2 ) ξ σ ( x ξ

(

E X

(

) ( )

f x dx

−∞

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