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I stumbled upon this formula while reading about supervised machine learning. I am wondering what the E over X means.

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Does the E over X basically just mean the expected value of the random variable X? (=> E(X)) Or does it have a different meaning

Thank you very much

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$\mathbb{E}$ symbol is usually used for expectation values. It means you are calculating the expected value with respect to the subscript variable

$$\mathbb{E}_X\rho(x, y) = \int x \rho(x,y)dx$$

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  • $\begingroup$ Thanks, I was just confused by this new notation, that i have not seen before $\endgroup$ Commented May 21, 2020 at 10:38

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