第三章 随机变量的数字特征

随机变量 expected value

In probability theory and statistics, the expected value (or expectation value, or mathematical expectation, or mean, or first moment) of a random variable is the integral of the random variable with respect to its probability measure.

The expected value operator (or expectation operator) is linear.

方差 variance, deviation

In probability theory and statistics, the variance of a random variable or distribution is the expected, or mean, value of the square of the deviation of that variable from its expected value or mean.

other

协方差 covariance，相关系数 correlation coefficient. If two random variables are independent, their covariance equals to 0.