Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

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

  1. Mar 31, 2008 #1
    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?
     
  2. jcsd
  3. Apr 1, 2008 #2

    HallsofIvy

    User Avatar
    Science Advisor

    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.
     
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook