Expected value in matlab?

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Raviteja
Raviteja 2011년 3월 24일
댓글: Muhammad Yasir 2021년 8월 5일
How to find expected value E[X]=_____ for a given data set X ?
suppose take X=[5 7 8 4 5 2 1 0 -5 -9 0 -7 1 2 -3 -7 -9 0 1 4 2 7 5 6 1 3]
Does matlab mean() is equal to expected value E[X] ?

답변 (1개)

Andrew Newell
Andrew Newell 2011년 3월 24일
In general, no. It depends on the statistical distribution for these numbers (see, for example, the Wikipedia article). Do you know what your distribution is?
EDIT: Suppose your distribution is that you are equally likely to have any integer from -9 to 9. That's 19 numbers. The expectation for the random number would be
E = (-9:9)/19
ans =
0
However, if you have a set of numbers like your X that are sampled from this distribution, the mean of these numbers estimates E. In this case,
mean(X)
ans =
0.9231
The estimate is, of course, not exactly equal to the expected value because the sample is random.
  댓글 수: 2
Raviteja
Raviteja 2011년 3월 24일
Ok, if suppose if you consider two cases,
1. Gaussian distribution
2. Uniform distribution
Then how to calculate ?
Muhammad Yasir
Muhammad Yasir 2021년 8월 5일
how to calculate the expected value of a random matrix like this one (copied from matlab workspace):

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