1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
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