E|X|=E(X) ?

  • #1
Is this true?


In all cases?
 

Answers and Replies

  • #2
27
0
E(X) = expectation of X

Let X = {-1, 0, 1}
E(X) = (-1+0+1)/3 = 0

E|X| = ( |-1|+|0|+|1| )/3 = (1+0+1)/3 = 2/3

So, I think no, it's not true that E|X| = E(X) if I understand the question correctly.
 

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