Thursday, December 8, 2016

probability - Random variable with expectation equal to itself



I read from a book that
E(X)=X iff there is a constant C such that P(X=C)=1. But how to prove it? Thanks a lot for your help!



Answer



I am sorry, but E(X) = X does not make sense. E(X) is a number, X is a random variable. It could only make sense if the random variable X could only take one possible value.
Perhaps this is also partially the answer to your question.


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