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Science Forum Index » Statistics - Math Forum » Expectation of an expectation
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| thampw |
 Posted: Fri Mar 16, 2007 4:52 am |
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Hi,
Sorry for posting completely idiotic questions, but my brain is dead
at the moment and have difficult convincing myself if the following is
true:
1) E(E(X)) = E(X) this is because E(X) would be a number and the
expectation of a number would be the same number, therefore,
expectation of an expectation would be the expectation?
2) E(E(X)^2) = E(X)^2, same argument as above
3) E(E(X^2)) = E(X^2), same argument as above
I think I'm right, but not 100% sure. Thanks. |
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| Karl Ove Hufthammer |
| Posted: Fri Mar 16, 2007 5:25 am |
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thampw:
Quote: 1) E(E(X)) = E(X) this is because E(X) would be a number and the
expectation of a number would be the same number, therefore,
expectation of an expectation would be the expectation?
2) E(E(X)^2) = E(X)^2, same argument as above
3) E(E(X^2)) = E(X^2), same argument as above
I think I'm right, but not 100% sure. Thanks.
Yes, you are right.
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Karl Ove Hufthammer |
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| thampw |
| Posted: Sat Mar 17, 2007 8:07 am |
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