Simplifying our notation about expectations
Simplifying our notation about expectations¶
We saw that for discrete random variables we need to write:
while for a continuous random variable we need to write:
Let’s make the following convention. We are going to write:
no matter what the nature of \(X\) is is. If it is discrete, we will sum over its values. If it is continuous, we will integrate over its values. This is the notation most commonly used in practice.