Expectation of an absolute value

kungal
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Homework Statement



I have

Code:
E(a) = 0, E(b) = x but E(|a+b|)=??
where E is the expectations operator and x is a known constant which is greater than zero.

Homework Equations





Any one know how I would go about determining E(|a+b|)?
 
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hmm...all I know is that E(|a+b|) >= |E(a+b)| = |E(a) + E(b)| = |x| = x. I hope this helps?
 
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