diff --git a/semester4/ps/ps-rb/main.pdf b/semester4/ps/ps-rb/main.pdf
index d56e5b7..583031b 100644
Binary files a/semester4/ps/ps-rb/main.pdf and b/semester4/ps/ps-rb/main.pdf differ
diff --git a/semester4/ps/ps-rb/main.tex b/semester4/ps/ps-rb/main.tex
index a86183c..e099109 100644
--- a/semester4/ps/ps-rb/main.tex
+++ b/semester4/ps/ps-rb/main.tex
@@ -11,8 +11,13 @@
 \subtext{Basiert auf dem Skript von V. Tassion}
 \section{Wahrscheinlichkeitsräume}
 \input{parts/00_intro.tex}
+
 \newpage
 \section{Zufallsvariablen}
 \input{parts/01_variables.tex}
 
+\newpage
+\section{Erwartungswert}
+\input{parts/02_expectation.tex}
+
 \end{document}
diff --git a/semester4/ps/ps-rb/parts/01_variables.tex b/semester4/ps/ps-rb/parts/01_variables.tex
index 24b6848..d3f5aaf 100644
--- a/semester4/ps/ps-rb/parts/01_variables.tex
+++ b/semester4/ps/ps-rb/parts/01_variables.tex
@@ -229,4 +229,20 @@ $$
     \end{cases}
 $$
 
-\definition \textbf{Exponentialverteilung}
+\definition \textbf{Exponentialverteilung} $T \sim \text{exp}(\lambda)$
+$$
+    f_T(x) = \begin{cases}
+        \lambda e^{-\lambda x}  & x \geq 0 \\
+        0                       & x < 0
+    \end{cases}
+$$
+\subtext{$\lambda > 0$}
+
+\lemma \textbf{Eigenschaften von} $\text{exp}$
+
+\definition \textbf{Normalverteilung} $X \sim \mathcal{N}(m, \sigma^2)$
+$$
+    f_X(x) = \frac{1}{ \sqrt{2\pi\sigma^2} } e^{ -\frac{(x-m)^2}{2\sigma^2} }
+$$
+
+\lemma \textbf{Eigenschaften von} $\mathcal{N}$
diff --git a/semester4/ps/ps-rb/parts/02_expectation.tex b/semester4/ps/ps-rb/parts/02_expectation.tex
new file mode 100644
index 0000000..1ff199f
--- /dev/null
+++ b/semester4/ps/ps-rb/parts/02_expectation.tex
@@ -0,0 +1,45 @@
+\definition \textbf{Erwartungswert} (nicht-negativ)
+$$
+    \E[X] = \int_{0}^{\infty} \biggl( 1-F_X(x) \biggr)\ dx
+$$
+\subtext{$X: \Sigma \to \R,\quad X(\omega) \geq 0\ \forall \omega \in \Omega$}
+
+{\scriptsize
+    \remark $\E[X]$ kann unendlich sein
+}
+
+\theorem $\forall \omega \in \Omega: X(\omega) \geq 0 \implies \E[X] \geq 0$\\
+\subtext{Gleichheit: $\E[X] = 0 \iff X=0$, fast sicher}
+
+\definition \textbf{Erwartungswert} 
+$$
+    \E[X] = \E[X_+] - \E[X_-] \quad\text{falls}\quad \E[|X|]<\infty
+$$
+{\scriptsize
+    \remark $X$ kein konst. Vorzeichen, nicht $\E[|X|] < \infty $: $\E[X]$ undefiniert
+}
+
+\subsection{Diskreter Erwartungswert}
+
+\theorem \textbf{Diskreter Erwartungswert}
+$$
+    \E\bigl[ \phi(X) \bigr] = \sum_{w \in W} \phi(x) \cdot \P[X = x]
+$$
+\subtext{$X: \Omega \to \R,\quad W \cleq \N,\quad \phi: \R \to \R$}
+
+\begin{center}
+    \begin{tabular}{l|l}
+        $\text{Ber}(p)$             & $\E[X] = p$                   \\
+        $\text{Poisson}(\lambda)$   & $\E[X] = \lambda$             \\
+        $\text{Bin}(n,p)$           & $\E[X] = n\cdot p$            \\
+        $\mathbb{I}_A$              & $\E[\mathbb{I}_A] = \P[A]$    \\
+    \end{tabular}    
+\end{center}
+
+\subsection{Stetiger Erwartungswert}
+
+\definition \textbf{Erwartungswert} (stetig)
+$$ 
+    \E[X] = \int_{-\infty}^{\infty} x \cdot f(x)\ dx
+$$
+\subtext{$X: \Omega \to \R,\quad f(x) \text{ Dichtefunktion}$}
diff --git a/semester4/ps/ps-rb/util/helpers.tex b/semester4/ps/ps-rb/util/helpers.tex
index 39bfe45..4f998c9 100644
--- a/semester4/ps/ps-rb/util/helpers.tex
+++ b/semester4/ps/ps-rb/util/helpers.tex
@@ -59,6 +59,7 @@
 
 \def \P{\mathbb{P}}
 \def \F{\mathcal{F}}
+\def \E{\mathbb{E}}
 
 % Titles
 \def \definition{\colorbox{lightgray}{Def} }