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?
Thank Pere Callahan. But I still don't know how to find E(||X- μ||) as I ask in https://www.physicsforums.com/showthread.php?t=224947
Do you know how to find E(||X- μ||)?
Thank you.
I would like to ask one more question.
X ~ N (μ, σ2)
If X = [x1 x2] and μ = [μ1 μ2]. What is the value of E( (||X- μ||-c)^2 )?
where c is constant and E(||X- μ||^2)= σ2
Thank ...
where X ~ N (μ, σ2)
I know that if X is random variable, the first central moment E(X-E(X)) = E(X-μ) is zero. But I would like to know if X and μ is vector. For example if X = [x1 x2] and μ = [μ1 μ2]. What is the value of E(X-μ)?
Thank you