diff --git a/source/statistics/notations.rst b/source/statistics/notations.rst index ae9e53d..ce304b6 100644 --- a/source/statistics/notations.rst +++ b/source/statistics/notations.rst @@ -39,7 +39,23 @@ Two different notation conventions are used. The one to use depends if you are w Operators ========== -Var esperance etc.. + remove in metrics esperence - +Expected value +^^^^^^^^^^^^^^^ +The expected value (*esperance*) of a random variable :math:`X` is noted :math:`\mathbb{E}[X]`. +It as the following linerarity properties: +.. math:: + \mathbb{E}[X+Y]=\mathbb{E}[X] + \mathbb{E}[Y] +.. math:: + \mathbb{E}[\alpha X]=\alpha\mathbb{E}[X] + +Variance +^^^^^^^^ + +The variance operator of a random variable :math:`X` is noted :math:`\mathbb{V}[X]` or :math:`\mathrm{Var}[X]`. + +Coraviance +^^^^^^^^^^ +The covariance operator of a random variable :math:`X` and :math:`Y` +is noted :math:`\mathrm{Cov}[X,Y]`.