# Engineering Analysis/Expectation and Entropy

## ExpectationEdit

The expectation operator of a random variable is defined as:

This operator is very useful, and we can use it to derive the moments of the random variable.

## MomentsEdit

A moment is a value that contains some information about the random variable. The n-moment of a random variable is defined as:

### MeanEdit

The **mean** value, or the "average value" of a random variable is defined as the first moment of the random variable:

We will use the Greek letter μ to denote the mean of a random variable.

## Central MomentsEdit

A central moment is similar to a moment, but it is also dependent on the mean of the random variable:

The first central moment is always zero.

### VarianceEdit

The variance of a random variable is defined as the second central moment:

The square-root of the variance, σ, is known as the **standard-deviation** of the random variable

### Mean and VarianceEdit

the mean and variance of a random variable can be related by:

This is an important function, and we will use it later.

## EntropyEdit

the **entropy** of a random variable is defined as: