PDA

View Full Version : 2 different probability density functions will give the same E(g(x)) or not


saintman4
Mar31-08, 11:08 PM
If we have 2 different probability density functions p(x) and q(x). Then we find the expected values of function g(x) by using these 2 different probability density functions. Do both of them give the same expected value?

HallsofIvy
Apr1-08, 06:38 AM
If p(x) and g(x) have different means, then obviously they give different expected values for the function g(x)= x! It is certainly possible that two different density functions will give the same expected value for some functions but certainly not for all.