If I is an indicator random variable for the event A, that is, if then E[I] =

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If I is an indicator random variable for the event A, that is, if

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then E[I] = 1P(A) + 0P(Ac ) = P(A)
Hence, the expectation of the indicator random variable for the event A is just the probability that A occurs.

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Introduction To Probability And Statistics For Engineers And Scientists

ISBN: 9780125980579

3rd Edition

Authors: Sheldon M. Ross

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Question Posted: Sep 11, 2024 06:01 AM

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If I is an indicator random variable for the event A, that is, if then E[I] =

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1 = 1 if A occurs 0 if A does not occur

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Introduction To Probability And Statistics For Engineers And Scientists

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