ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F10162 on D5102: Basic expectation
F10162
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to [-\infty, \infty]$ is a D4381: Random basic number on $P$
(ii) \begin{equation} \mathbb{E} |X| < \infty \end{equation}
The expectation of $X$ on $P$ is the D1699: Basic number \begin{equation} \mathbb{E}_{\mathbb{P}} X : = \mathbb{E}_{\mathbb{P}} X^+ - \mathbb{E}_{\mathbb{P}} X^- \end{equation}