Kalman-and-Bayesian-Filters-in-Python
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rlabbe
Expected Value of a Random Variable
The following sentence in Chapter 3 under the heading "Expected Value of a Random Variable" is unclear:
The expected value of a random variable is the average value it would have if we took an infinite number of samples of it and then averaged those samples together.
This is unclear because average is being used both in the term and the definition. Maybe this could be rephrased to something like the following:
The expected value of a random variable is the average of an infinite number of samples of that variable.
