expectation

[rukawakaede]

could anyone explain to me that why:

let u=E[X]. then E[u]=E[X]?

I am a bit confused. Thanks.

[saim_]

'u' is defined to be E[X]. It always going to be E[X]. Thus its expectation value is E[X].

[micromass]

In general, if X=a a.e., then E[X]=a. If you want me to prove this, then you first need to tell me how you defined expectation, since the definition tends to vary...

[mathman]

could anyone explain to me that why:

let u=E[X]. then E[u]=E[X]?

I am a bit confused. Thanks.

If a random variable is constant, then its average is that constant.