Danes-Vault/Zettelkasten/Permanent Notes/20260114133159-expected-value.md
2026-01-14 13:42:21 -05:00

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---
id: 20260114133159
title: Expected Value
type: permanent
created: 2026-01-14T18:31:59Z
modified: 2026-01-14T18:41:57Z
tags: []
---
# Expected Value
Expected value is pretty much the mean of a function, but
more specifically, it's the weighted average of all possible
outcomes of a function:
$$ \hat X = E{X} $$
If we have an estimate of a posterior using [[Bayes'
Theorem]], we can get the following result:
$$ \hat X = \sum_i X^i \hat{Pr}(X^i|Y) $$