Help with proof that E[x_i] is X bar

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Discussion Overview

The discussion revolves around the proof that the expected value of a random variable \( x_i \) is equal to the sample mean \( \bar{X} \). Participants explore the definitions and implications of expected value in the context of statistical means, addressing both theoretical and conceptual aspects.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • One participant presents the equation \( E[x_i] = \sum_{j=1}^{N} X_j Pr(x_i = X_j) \) and questions how the probability \( Pr(x_i = X_j) \) evaluates to \( 1/N \).
  • Another participant expresses familiarity with \( \bar{X} \) as either the expected value \( E(X) \) or the sample mean, suggesting that this could imply the identity is either true by definition or false, and requests clarification on the notation.
  • A later reply clarifies that \( \bar{x} \) refers to the sample mean and \( \bar{X} \) to the population mean, indicating a need for precise definitions in the discussion.
  • One participant asserts that by definition, \( E(x_i) \) is the population mean, assuming all \( x_i \) have the same mean.

Areas of Agreement / Disagreement

Participants express differing views on the definitions and implications of \( \bar{X} \) and \( E[x_i] \). The discussion remains unresolved regarding the proof and the interpretation of the expected value in this context.

Contextual Notes

There are limitations in the assumptions made about the distribution of \( x_i \) and the definitions of the means involved. The discussion does not resolve the mathematical steps necessary to fully understand the proof.

Who May Find This Useful

Readers interested in statistical theory, particularly in the concepts of expected value and sample versus population means, may find this discussion relevant.

sid9221
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I'm having a little trouble with the proof that the expected value of x_i is \bar{X}

What I have is

E[x_i]=\sum_{j=1}^{N}X_j Pr(x_i=X_j)

Then

Pr(x_i=X_j) = 1/N

This is the bit I can't understand, how does that probability evaluate to that value.

I know the denominator is how many ways you can choose n out N. I think that the numerator should be how many ways you can choose (n-1) out of (N-1). But I seem to have an extra n.

Any advice ?
 
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I am used to \bar{X}being defined as E(X) or as a sample mean. That would make the identity either true by definition or false. Can you define that notation, please?
 
FactChecker said:
I am used to \bar{X}being defined as E(X) or as a sample mean. That would make the identity either true by definition or false. Can you define that notation, please?

I'm trying to show that E[x_i]=\bar{X}
where \bar{x} is the sample mean and \bar{X} is the population mean
 
By definition E(xi) is the population mean, assuming all xi have the same mean.
 

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