Expected value in matlab?

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Raviteja
Raviteja el 24 de Mzo. de 2011
Comentada: Muhammad Yasir el 5 de Ag. de 2021
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] ?

Respuestas (1)

Andrew Newell
Andrew Newell el 24 de Mzo. de 2011
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.
  2 comentarios
Raviteja
Raviteja el 24 de Mzo. de 2011
Ok, if suppose if you consider two cases,
1. Gaussian distribution
2. Uniform distribution
Then how to calculate ?
Muhammad Yasir
Muhammad Yasir el 5 de Ag. de 2021
how to calculate the expected value of a random matrix like this one (copied from matlab workspace):

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