# Mean of a Random Variable

#### definition

Let X be a random variable whose possible values x_1, x_2, x_3, ..., x_n occur with probabilities p_1, p_2, p_3,..., p_n, respectively. The mean of X, denoted by µ, is the number sum_(i=1)^n  x_i p_i i.e. the mean of X is the weighted average of the possible values of X,  each value being weighted by its probability with which it occurs.
The mean of a random variable X is also called the expectation of X, denoted by E(X).
Thus , E(X) = µ  = sum_(i = 1)^n x_ip_i = x_1p_1 + x_2p_2 + ... + x_np_n.

If you would like to contribute notes or other learning material, please submit them using the button below.

### Shaalaa.com

Probability part 28 (variance, Standard Deviation of random variables) [00:11:57]
S