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Question about expectationsby dabd
Tags: expectations 
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#1
May1910, 03:07 PM

P: 25

If X is a random variable and f, g are functions is it possible to prove that:
[tex]E[f(X)] > E[g(X)] \Rightarrow \exists x: f(x) > g(x)[/tex] 


#2
May1910, 03:47 PM

Sci Advisor
P: 6,071

Yes. Assume it is not true, g ≥ f for all x => E(g) ≥ E(f).



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