Expectation of matrix

The expected value of a matrix is defined as the matrix of expected values. = [E(Xi,j) + E(Yi,j)] = [E(Xi,j)] + [E(Yi,j)] = E(X) + E(Y).

1. What is expectation formula?
2. What is expectation of a vector?
3. What is expectation and variance?
4. What is the expectation of a distribution?

What is expectation formula?

To find the expected value, E(X), or mean μ of a discrete random variable X, simply multiply each value of the random variable by its probability and add the products. The formula is given as E ( X ) = μ = ∑ x P ( x ) .

What is expectation of a vector?

Expectation: The expected value vector or the mean vector of the random vector X is defined as EX=[EX1EX2...EXn]. Similarly, a random matrix is a matrix whose elements are random variables.

What is expectation and variance?

Given a random variable, we often compute the expectation and variance, two important summary statistics. The expectation describes the average value and the variance describes the spread (amount of variability) around the expectation.

What is the expectation of a distribution?

In a probability distribution , the weighted average of possible values of a random variable, with weights given by their respective theoretical probabilities, is known as the expected value , usually represented by E(x) .