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How to calculate Expected value and infinity norm of a function?

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Muhammad Yasir
Muhammad Yasir 2021-7-18
评论： Muhammad Yasir 2021-7-26
How can we calculate the expected value and infinity norm of a function in Matlab?
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Muhammad Yasir
Muhammad Yasir 2021-7-20
编辑：Muhammad Yasir 2021-7-20
I am talking about random variables in particular and usual functions in general.
Consider the following case:
We select the non-linear bounded term to be a vector of scalar sigmoidal functions
applied to each coordinate of the noise vector . Where is iid Gaussian of zero mean and vriance . Where Iis identity matrix of dimension 3x3.
I am trying to simulate a similar optimization problem that is shown in the figure below:
Muhammad Yasir
Muhammad Yasir 2021-7-26
In a book on probability theory, I have found the following definition of expected value of a random variable :
where is the average value taken by a random varibale with probaility

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