Tag
probability theory
- How to Prove the Main Properties of Conditional ExpectationProve linearity, positivity, the tower property, and other conditional expectation identities from its defining integral property.
- What Is the MGF of a Uniform Distribution?For a continuous uniform random variable on [a,b], the moment-generating function is (e^{bt}-e^{at})/[t(b-a)], with value 1 at t=0.