The Expectation of X and the Expectation of X squared (discrete math)

In summary, the statement "E[X^2] = E(X)^2" is not true and can be disproven by providing a counterexample. To do this, one can use a distribution with only two outcomes, each with a 50% probability, and calculate the expectations for both X and X^2. This can be done using the formula E[X] = \sumxi*pr(xi) and noting that E[X^2] = sum over i of pr(xi)*(xi^2). Further understanding of expectations can aid in creating a mathematical proof to show that the two are not equal.
  • #1
SammC
17
0

Homework Statement


prove or disprove that E[X^2] = E(X)^2

Homework Equations


E[X] = [tex]\sum[/tex]xi*pr(xi)


The Attempt at a Solution



I really don't know where to start, I believe that it is not true, so I should try to disprove it, and the easiest way to do that would be by counterexample... I don't understand expectation very well though, I could try to do a mathematical proof to show that they are not equal, but I don't know how to go about that either.
 
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  • #2
hi sammC - this is ripe for a counter example...

easiest would be to try a distribution with only 2 outcomes, ie 50% probability of each occurring, then calculate E[x] and E[X^2]

note E[X^2] = sum over i of pr(xi)*(xi^2)
 
  • #3
ah, this helps a bunch, thanks!
 

1. What is the difference between the Expectation of X and the Expectation of X squared?

The Expectation of X, denoted as E(X), is the average value or mean of a random variable X. It represents the long-term expected outcome of the variable. On the other hand, the Expectation of X squared, denoted as E(X²), is the average value of the squared values of X. It is used to calculate the variance and standard deviation of a random variable.

2. How do you calculate the Expectation of X and the Expectation of X squared?

The Expectation of X is calculated by multiplying each possible value of X by its corresponding probability, and then summing all the products. Mathematically, it can be represented as E(X) = ∑xP(X=x). The Expectation of X squared is calculated by multiplying each possible value of X squared by its corresponding probability, and then summing all the products. Mathematically, it can be represented as E(X²) = ∑x²P(X=x).

3. What is the importance of the Expectation of X and the Expectation of X squared in discrete math?

The Expectation of X and the Expectation of X squared are important concepts in discrete math as they help in understanding the behavior of random variables. They provide insight into the average value and variability of a given random variable. They are also used in various probability distributions and other statistical calculations.

4. Can the Expectation of X and the Expectation of X squared be equal?

No, the Expectation of X and the Expectation of X squared cannot be equal. This is because the Expectation of X represents the average value of a variable, while the Expectation of X squared represents the average of the squared values of the variable. In most cases, the squared values will be higher than the original values, resulting in a higher Expectation of X squared.

5. Can the Expectation of X and the Expectation of X squared be negative?

Yes, it is possible for the Expectation of X and the Expectation of X squared to be negative. This can occur when the random variable has a range of values that include negative numbers and these values are multiplied by their corresponding probabilities. However, it is more common for these expectations to be positive or zero in most cases.

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