Question: What are expectation of a function of random variables?

The expectation of Bernoulli random variable implies that since an indicator function of a random variable is a Bernoulli random variable, its expectation equals the probability. Formally, given a set A, an indicator function of a random variable X is defined as, 1A(X) = { 1 if X ∈ A 0 otherwise .

What do you mean by expectation of a random variable?

18.1 Definitions and Examples. The expectation or expected value of a random variable is a single number that tells you a lot about the behavior of the variable. Roughly, the expectation is the average value of the random variable where each value is weighted according to its probability.

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