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Expectation of an absolute value

  1. Jul 19, 2010 #1
    1. The problem statement, all variables and given/known data

    I have

    Code (Text):
    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.
    2. Relevant equations



    Any one know how I would go about determining E(|a+b|)?
     
  2. jcsd
  3. Jul 19, 2010 #2
    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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