Why do I sometimes see the expectation E, probability P and distributions written in blackboard bold? For example,
$\mathbb{P}(X = 1)$
rather than
$P(X=1)$
And for example:

 A: Aubrey Plaza is an actress who once got asked on an interview why her Twitter username is "EvilHag". Her response below summarizes my feelings about why I write expected value this way.

Because. I. Like. It.

Use of the blackboard bold font in typed text is somewhat silly for the usual use with $\mathbb R$ and such, anyway, and just a matter of people liking it. Indeed, one of my older professors remarked that professors would write that way during lectures to emphasize certain letters the way that bold font in typed textbooks or articles emphasized certain letters. You can see this in older math books. Baby Rudin, for instance, has the real and complex numbers written with bold font instead of $\mathbb R$ and $\mathbb C$, respectively. However, enough people got to like this handwriting convention that they started typing letters that way, despite their ability to use regular bold fonts as can be found in Rudin.
Rudin, Walter. Principles of mathematical analysis. Vol. 3. New York: McGraw-hill, 1976.
