From 1bf2332bac5e324787939f0fa5a911b2e5086d7b Mon Sep 17 00:00:00 2001 From: Matthias Vallentin Date: Sun, 19 Feb 2017 18:57:30 -0800 Subject: [PATCH] Fix issues with expectation The last identity in the conditional expectation section was botched and an identity with an infinite sum needed extra qualification. Closes #18. --- stat-cookbook.tex | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/stat-cookbook.tex b/stat-cookbook.tex index c940040..ed8265f 100644 --- a/stat-cookbook.tex +++ b/stat-cookbook.tex @@ -515,7 +515,7 @@ \section{Expectation} \item $\Pr{X=Y} = 1 \eqv \E{X}=\E{Y}$ % \item $\Pr{\lvert Y\rvert\le c} = 1 \imp \E{Y}<\infty % \wedge \lvert\E{X}\rvert\le c$ - \item $\E{X} = \displaystyle\sum_{x=1}^\infty \Pr{X\ge x}$ + \item $\E{X} = \displaystyle\sum_{x=1}^\infty \Pr{X\ge x}$ \qquad X discrete \end{itemize} Sample mean @@ -531,7 +531,7 @@ \section{Expectation} f_{(Y,Z)|X}(y,z\giv x)\,dy\,dz$ \item $\E{Y+Z\giv X} = \E{Y\giv X} + \E{Z\giv X}$ \item $\E{\transform(X)Y\giv X} = \transform(X)\E{Y\giv X}$ - \item $\E[Y\giv X] = c \imp \cov{X,Y}=0$ + \item $\E{Y\giv X} = c \imp \cov{X,Y}=0$ \end{titemize} \section{Variance}