ThmDex – An index of mathematical definitions, results, and conjectures.
Moments of an indicator random boolean number
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E \in \mathcal{F}$ is an D1716: Event in $P$
(ii) $I_E : \Omega \to \mathbb{R}$ is an D2796: Indicator random boolean number on $P$ with respect to $E$
Let $n \in \{ 1, 2, 3, \ldots \}$ be a D5094: Positive integer.
Then \begin{equation} \mathbb{E} I^n_E = \mathbb{P}(E) \end{equation}
Proofs
Proof 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E \in \mathcal{F}$ is an D1716: Event in $P$
(ii) $I_E : \Omega \to \mathbb{R}$ is an D2796: Indicator random boolean number on $P$ with respect to $E$
Let $n \in \{ 1, 2, 3, \ldots \}$ be a D5094: Positive integer.
Using result R2482: Expectation of discrete random variable, we have \begin{equation} \begin{split} \mathbb{E} I^n_E & = 1^n \cdot \mathbb{P}(I_E = 1) + 0^n \cdot \mathbb{P}(I_E = 0) \\ & = 1 \cdot \mathbb{P}(I_E = 1) + 0 \cdot \mathbb{P}(I_E = 0) \\ & = \mathbb{P}(I_E = 1) \\ \end{split} \end{equation} $\square$