Expectation of an absolute value

[kungal]

Homework Statement

I have

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|)?

 

[Raskolnikov]

hmm...all I know is that E(|a+b|) >= |E(a+b)| = |E(a) + E(b)| = |x| = x. I hope this helps?