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E|X|=E(X) ?

  1. Nov 8, 2014 #1
    Is this true?


    In all cases?
     
  2. jcsd
  3. Nov 8, 2014 #2
    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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