Expectation Symbol in LaTeX

After looking for a builtin expectation symbol in LaTeX, and coming up with none, I’ve defined one. Just add:

% Expectation symbol
\DeclareMathOperator*{\E}{\mathbb{E}}

to your LaTeX preamble and you’re done. You’ll also need to add \usepackage{amsmath} or in LyX to tick “Use AMS math package” under Document->Settings->Math Options.

Using the starred version of \DeclareMathOperator makes sure subscripts goes beneath the symbol in display mode.