True or False?
If is a random variable, then
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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 } → { 2 1 } ; that is, a random variable giving 1 and 2 uniformly randomly. (We have E [ X ] = 2 3 , so E [ X ] 1 = 3 2 , but E [ X 1 ] = 4 3 .)
On the other hand, it does work for the trivial random variable X : { 1 } → { 1 } , since E [ X ] = E [ X 1 ] = 1 .
So it doesn't work for some X , but works for some others.