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Math Help - Expected Value

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    Expected Value

    What is the expected value of x^2? also written...E(x^2)

    I need help with a question that has to do with Time Series Modeling. The class I'm taking in Finance, but I'm hoping some math/science majors in here are familiar with it (I've heard that finance people jacked it from the science people...here's to hoping).

    Thanks!
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    Quote Originally Posted by crabchef View Post
    What is the expected value of x^2? also written...E(x^2)

    I need help with a question that has to do with Time Series Modeling. The class I'm taking in Finance, but I'm hoping some math/science majors in here are familiar with it (I've heard that finance people jacked it from the science people...here's to hoping).

    Thanks!
    E(X^2) = \int_{-\infty}^{+\infty} x^2 f(x) \, dx where f(x) is the pdf of X.
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