weakenedexpected
Weakenedexpected is a concept in probability theory and statistical inference that refers to the calculation of an expected value under relaxed or weakened assumptions about the underlying probability distribution. Unlike the classical expectation, which requires full knowledge of the distribution or complete independence assumptions, weakenedexpected allows analysts to derive expectation‐like quantities when only partial information is available, such as bounds on moments, symmetry properties, or moment inequalities.
Formally, for a measurable function \(g(X)\) of a random variable \(X\), the weakenedexpected is defined as the
Applications of weakenedexpected span robust risk measurement, where one computes worst‑case expected loss under uncertainty about
Limitations arise because the resulting bounds can be loose, especially when the constraint set is weak. Moreover,