6.3 Expected Value of a Discrete Random Variable

离散随机变量的期望值

章节介绍 / Chapter Introduction

离散随机变量的期望值是概率论中的重要概念,它表示随机变量在大量重复实验中的平均取值。通过学习本节内容,您将掌握期望值的定义、计算方法及其在实际问题中的应用。

The expected value of a discrete random variable is an important concept in probability theory that represents the average value of a random variable over a large number of repeated experiments. By studying this section, you will master the definition of expected value, its calculation methods, and its applications in practical problems.

期望值有时也称为均值,用希腊字母μ表示。本节将详细介绍如何计算单个随机变量的期望值,以及如何处理随机变量函数的期望值。

The expected value is sometimes called the mean and is denoted by the Greek letter μ. This section will detail how to calculate the expected value of a single random variable and how to handle the expected value of functions of random variables.

核心概念 / Core Concepts

期望值的定义 / Definition of Expected Value

离散随机变量X的期望值E(X)是所有可能取值与其对应概率乘积的总和,表示随机变量的长期平均值。

The expected value E(X) of a discrete random variable X is the sum of all possible values multiplied by their corresponding probabilities, representing the long-term average value of the random variable.

期望值的计算 / Expected Value Calculation

期望值通过公式E(X) = ΣxP(X = x)计算,其中x是随机变量的可能取值,P(X = x)是对应的概率。

The expected value is calculated using the formula E(X) = ΣxP(X = x), where x are the possible values of the random variable and P(X = x) are the corresponding probabilities.

函数期望值 / Expected Value of Functions

对于随机变量X的函数g(X),其期望值E(g(X)) = Σg(x)P(X = x)。特别地,E(X²) = Σx²P(X = x)。

For a function g(X) of random variable X, the expected value E(g(X)) = Σg(x)P(X = x). In particular, E(X²) = Σx²P(X = x).

关键公式 / Key Formulas
期望值定义 / Expected Value Definition

\[E(X) = \sum x P(X = x)\]

随机变量X的期望值等于其所有可能取值与对应概率乘积的总和。

The expected value of random variable X is equal to the sum of all its possible values multiplied by their corresponding probabilities.

函数期望值 / Expected Value of Functions

\[E(g(X)) = \sum g(x) P(X = x)\]

随机变量X的函数g(X)的期望值。

The expected value of function g(X) of random variable X.

X²期望值 / Expected Value of X²

\[E(X^2) = \sum x^2 P(X = x)\]

随机变量X平方的期望值,用于计算方差。

The expected value of X squared, used for calculating variance.

应用场景 / Applications