Total Expectation

Law of total expectation

The law of total expectation states that the expected value of a random variable X is equal to the expected value of its conditional expected value given another random variable Y. It also states that if A1, A2, ... is a finite or countable partition of the sample space, then the expected value of X can be calculated by summing over all possible values of Y.

1 courses cover this concept

CS 70: Discrete Mathematics and Probability Theory

UC Berkeley

Fall 2022

CS 70 presents key ideas from discrete mathematics and probability theory with emphasis on their application in Electrical Engineering and Computer Sciences. It addresses a variety of topics such as logic, induction, modular arithmetic, and probability. Sophomore mathematical maturity and programming experience equivalent to an Advanced Placement Computer Science A exam are prerequisites.

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