ABSTRACT
In the previous chapter, we introduced the distribution of a random variable, which gives us full information about the probability that the r.v. will fall into any particular set. For example, we can say how likely it is that the r.v. will exceed 1000, that it will equal 5, and that it will be in the interval [0, 7]. It can be unwieldy to manage so many probabilities though, so often we want just one number summarizing the “average” value of the r.v.
