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I would like to ask about first central moment. E(X-E(X)) if X is vector with n-dime

  1. Mar 28, 2008 #1
    where X ~ N (μ, σ2)

    I know that if X is random variable, the first central moment E(X-E(X)) = E(X-μ) is zero. But I would like to know if X and μ is vector. For example if X = [x1 x2] and μ = [μ1 μ2]. What is the value of E(X-μ)?



    Thank you
     
  2. jcsd
  3. Mar 28, 2008 #2
    It's still zero, although now it's a vector of zeros. To see this, simply evaluate it component-wise and apply the scalar result you started with.
     
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