Dos expresiones para la esperanza de una variable aleatoria
Two Expressions about the Expectation of a Random Variable
Abstract (en)
In the basic texts, the definition of the expected value of a random variable is different from the definition given in a probability course based on the theory of measure. In this manuscript it is shown why both definitions are in fact equivalent.Abstract (es)
References
Apuntes de Estadística (2008), El teorema del estadístico inconsciente. *http://www.predictive.wordpress.com
Cook, J. (2008), `Relating two Definitions of Expectations', The Endeavour blog. *http://www.johndcook.com/blog/
Mood, A. M., Graybill, F. & Boes, D. C. (1963), Introduction to the Theory of Statistics, McGraw-Hill.
Shao, J. (2003), Mathematical Statistics, Springer.
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