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Cyrille gravatar image

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(aX^2 +bX + c) = a\mathrm{M}(X^2) +b\mathrm{M}(X) + c$

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(aX^2 +bX + c) = a\mathrm{M}(X^2) +b\mathrm{M}(X) + c$

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(aX^2 +bX + c) = a\mathrm{M}(X^2) +b\mathrm{M}(X) + c$c)$

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(aX^2 +bX + c)$M

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

M$\mathrm{M}(aX^2 +bX + c) $

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(aX^2 +bX + c) $\mathrm{M}(a*X^2) $

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(a*X^2) $\mathrm{M}(aX^2 + b X) $

and so on for all polynomial ?

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

$\mathrm{M}(aX^2 + b X) $

and so on other result for all polynomial ?variances and covariances

How to define an expectation operator

Is there a way to define as a new operator the mathematical expectation.

Say we call it M as in the old Mir (russian books).

Wa We should have

$\mathrm{M}(kX) = k\mathrm{M}(X)$

M(X±Y)=M(X)±M(Y)

and as a résult

M(XMX)2=M(X2)M(X)2

and other result for variances and covariances