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

  • Thread starter saintman4
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Main Question or Discussion Point

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?
 

Answers and Replies

HallsofIvy
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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.
 

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