Inspired by Xian Ng

True or False?

If X X is a random variable, then

E [ 1 X ] = 1 E [ X ] . E\left [ \frac{1}{X} \right] = \frac{1} { E[X] } .

True for all X False for all X False for most X

This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try refreshing the page, (b) enabling javascript if it is disabled on your browser and, finally, (c) loading the non-javascript version of this page . We're sorry about the hassle.

2 solutions

Ivan Koswara
Aug 7, 2015

I assume "False for most X" means "False for some, but not all, X".

Just observe that it doesn't work for the random variable X : { 1 , 2 } { 1 2 } X : \{1, 2\} \to \left\{ \frac{1}{2} \right\} ; that is, a random variable giving 1 1 and 2 2 uniformly randomly. (We have E [ X ] = 3 2 E[X] = \frac{3}{2} , so 1 E [ X ] = 2 3 \frac{1}{E[X]} = \frac{2}{3} , but E [ 1 X ] = 3 4 E \left[ \frac{1}{X} \right] = \frac{3}{4} .)

On the other hand, it does work for the trivial random variable X : { 1 } { 1 } X : \{1\} \to \{1\} , since E [ X ] = E [ 1 X ] = 1 E[X] = E \left[ \frac{1}{X} \right] = 1 .

So it doesn't work for some X X , but works for some others.

Xian Ng
Aug 8, 2015

This was inspired by me??? How so? I didn't even understand the question looool Oh and since this is supposed to be a solution I intuitively deduced that a straightforward answer probably is not correct so i guess the "most" ans lel

0 pending reports

×

Problem Loading...

Note Loading...

Set Loading...