In probability and statistics, the *expectation* or *expected value*, is the weighted average value of a
random variable.

*E*(*X*)
is the expectation value of the continuous random variable *X*

*x* is the value of the continuous random
variable *X*

*P*(*x*) is the probability density
function

*E*(*X*)
is the expectation value of the continuous random variable *X*

*x* is the value of the continuous random
variable *X*

*P*(*x*) is the
probability mass function of *X*

When a is constant and X,Y are random variables:

*E*(*aX*) = *aE*(*X*)

*E*(*X*+*Y*) = *E*(*X*) +*
E*(*Y*)

When c is constant:

*E*(*c*) = *c*

When X and Y are independent random variables:

*E*(*X ⋅Y*) = *E*(*X*)* ⋅ E*(*Y*)

- Basic probability
- Expectation
- Variance
- Standard deviation
- Probability distribution
- Normal distribution
- Statistics symbols