Can I Put the Expectation Symbol Inside an Integral?

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In summary, an integral is a mathematical concept used to find the area under a curve on a graph. There are two types of integrals - definite and indefinite, with definite integrals having specific limits of integration and indefinite integrals representing the general antiderivative of a function. Integration and differentiation are inverse operations, and integrals have various applications in fields such as science and engineering. The fundamental theorem of calculus links integration and differentiation, allowing for the evaluation of integrals using antiderivatives.
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tennishaha
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when can i put the expectation symbol inside an integral?

under what occasions does this E \int f(x)dx=\int E(f(x))dx satisfy
 
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The expectation operator is basically an integral, so you can put it under the integral sign as long as the conditions for interchanging the order of integration hold.
 

FAQ: Can I Put the Expectation Symbol Inside an Integral?

What is an integral?

An integral is a mathematical concept that represents the area under a curve on a graph. It is used to find the total value of a function over a specific interval.

What is the difference between a definite and indefinite integral?

A definite integral has specific limits of integration, meaning it calculates the area under the curve between two specific points. An indefinite integral does not have limits and represents the general antiderivative of a function.

How is an integral related to differentiation?

An integral and differentiation are inverse operations of each other. Integration is the inverse of differentiation, meaning that the integral of a derivative of a function is equal to the original function.

What are some common applications of integrals?

Integrals are used in many fields of science and engineering, such as physics, chemistry, and economics. They are used to calculate areas, volumes, and even probabilities in real-world situations.

What is the fundamental theorem of calculus?

The fundamental theorem of calculus states that integration and differentiation are inverse operations, and they are linked by the fundamental theorem. This theorem allows us to evaluate integrals using antiderivatives.

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