有关数学期望计算的一个典型错误

A Common Error in Calculating Mathematical Expectation

对条件期望与无条件期望混淆不分,是计算二维随机变量函数数学期望时常犯的典型错误之一.结合实例分析,指出合理利用随机变量函数数学期望的定义或全概率公式,可避免此类错误的产生.

Confusion between conditional and unconditional expectations is one of the common causes in the calculation of expectations of a function of two-dimensional random variables. With some examples, this paper provides ways to avoid such errors by using the concept of mathematical expectation and the law of total probability.