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Loic Guegan 2023-10-15 17:19:30 +02:00
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source/statistics/metrics.rst
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Metrics
==================
* **Expected value/Espérance**: Noted :math:`\mathbb{E}[X]`, is a **theorical value**. For example, when playing coin
flipping, the expected value for getting heads or tails is 0.5.
Expected value
---------------
The expected value (*espérance*) noted :math:`\mathbb{E}[X]`, is a **theorical value**.
For example, when playing coin flipping, the expected value for getting heads or tails is 0.5.
For a random variable :math:`X` with :math:`n` possible outcomes, with the respective probabilities :math:`p_1,\cdots,p_n` of
occurring we have:
.. math::
\mathbb{E}[X]=x_1p_1+x_2p_2+\cdots+x_np_n
Variance
------------------