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I find it cumbersome to typeset \({mathbb E}[x]\), “the expectation of x”, in LaTeX. I’ve simplified the code a little.

First, include these lines in the header of your document:

usepackage{amsmath}
usepackage{amsfonts}
newcommand{e}[1]{{mathbb E}left[ #1 right]}

This calls on the necessary packages and makes a new function e which takes one argument. The outcome is that argument within appropriately-sized square brackets and prefaced with the expectation sign.

For example, the code e{x^2}=10 results in \({mathbb E}[x^2]=10\).

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