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Question about integral

  1. Apr 15, 2010 #1
    when can i put the expectation symbol inside an integral?

    under what occasions does this E \int f(x)dx=\int E(f(x))dx satisfy
     
  2. jcsd
  3. Apr 15, 2010 #2

    mathman

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    Science Advisor

    The expectation operator is basically an integral, so you can put it under the integral sign as long as the conditions for interchanging the order of integration hold.
     
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