2126-2127 / 2239
③
There are
two
most important expectation values:
a) The expectation value E(X) of the stochastic quantity
5.2
X itself
b) The expectation value of the function
g(X) = (X-
ξ
)
2
, expressed as E((X-
ξ
)
2
) which is
called the
variance
( )
( )
E X
x f x dx
ξ
∞
−∞
= = ⋅
∫
62
(
)
2
2
2
(
)
(
) ( )
E X
x
f x dx
ξ σ
ξ
∞
−∞
− = = − ⋅
∫