The mean of a random variable is the weighted average of the values that the random variable can take, where each value is weighted by its respective probability.

Table of contents

The term mean is a synonym of the terms **expected value** and
**expectation**.

The lecture entitled Expected value provides more details about the concept of mean.

Previous entry: Marginal probability mass function

Next entry: Mean squared error

Please cite as:

Taboga, Marco (2021). "Mean", Lectures on probability theory and mathematical statistics. Kindle Direct Publishing. Online appendix. https://www.statlect.com/glossary/mean.

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