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L'espérance d'une v.a.r. est la moyenne pondérée des valeurs que prend cettevariable. C'est donc une mesure de tendance centrale. Elle peut êtrenégative, positive ou nulle.- Ne pas confondre avec la « moyenne observée » d'un échantillon (il n'y ena pas ici).- Pour certaines v.a.r. continues l'espérance n'existe pas (on ne peut pascalculer l'intégrale ou la somme de la série).- Si l'espérance est nulle, la v.a.r. est dite centrée.- Si X est une v.a.r., alors :( ) ( ) E aX b aE X b + = + , avec a et b des constantes réelles quelconques.

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