Discrete random variable

Expected value

• $E[X]=\sum _{x:p(x)>0}x.p(x)$
• $E[g(x)]=\sum _{i}g(x_i)p(x_i)$
  • If $X$ is a discrete random variable that takes on one of the values $x_i,i\ge 1,$ with respective probability $p(x_i)$

Variance: $Var(X)=E[(X-\mu {)}^2]=E[X^2]-(E[X]{)}^2$

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