2 different probability density functions will give the same E(g(x)) or not

In summary, a probability density function (PDF) is a mathematical function that describes the relative likelihood of a random variable taking on a given value. It is used to model continuous random variables and can be used to calculate the probability of a variable falling within a certain range of values. E(g(x)) represents the expected value of a function g(x) of a random variable x, which is the average value of the function over all possible values of x. Two different probability density functions can give the same expected value because the expected value is a measure of central tendency and does not necessarily reflect the shape of the distribution. To determine if two probability density functions will give the same expected value, one can calculate the expected value for each function and compare the
  • #1
saintman4
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If we have 2 different probability density functions p(x) and q(x). Then we find the expected values of function g(x) by using these 2 different probability density functions. Do both of them give the same expected value?
 
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  • #2
If p(x) and g(x) have different means, then obviously they give different expected values for the function g(x)= x! It is certainly possible that two different density functions will give the same expected value for some functions but certainly not for all.
 

FAQ: 2 different probability density functions will give the same E(g(x)) or not

What is a probability density function?

A probability density function (PDF) is a mathematical function that describes the relative likelihood of a random variable taking on a given value. It is used to model continuous random variables and can be used to calculate the probability of a variable falling within a certain range of values.

What does E(g(x)) represent?

E(g(x)) is the expected value of a function g(x) of a random variable x. It represents the average value of the function over all possible values of x.

Can two different probability density functions give the same expected value?

Yes, it is possible for two different probability density functions to give the same expected value. This is because the expected value is a measure of central tendency and does not necessarily reflect the shape of the distribution.

How can you determine if two probability density functions will give the same expected value?

To determine if two probability density functions will give the same expected value, you can calculate the expected value for each function and compare the results. If the values are the same, then the functions will give the same expected value.

Why is it important to know if two probability density functions will give the same expected value?

Knowing if two probability density functions will give the same expected value is important in understanding the behavior of a random variable. It can also be useful in making predictions and decisions based on the expected value of a function.

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