Thread: how to calculate E(1/x)

how to calculate E(1/x) and E(1/X^2)when given E(X)=3

Am i right in saying e(1/x)=1/e(x)=1/3 thank you

No, that's false

And without any further information, it's not possible to calculate E[1/X]

Sorry I should have explained the question in detail

X~Gamma(a,3)

i.e. am i right in saying the inverse of the distribution is 1/X~Gamma(a,1/3).

Therefore E(1/X)=1/3a and Var(1/X)=1/3(a^2)

Thanks for your response

Originally Posted by rajr

Sorry I should have explained the question in detail

X~Gamma(a,3)

i.e. am i right in saying the inverse of the distribution is 1/X~Gamma(a,1/3).

No you are not...

For any bounded function g, we have
where f is the pdf of X.

So just substitute here :


I didn't explicitly write f, the pdf of a Gamma distribution, because there exist 2 versions of it.

Originally Posted by rajr

Sorry I should have explained the question in detail

X~Gamma(a,3)

i.e. am i right in saying the inverse of the distribution is 1/X~Gamma(a,1/3).

Therefore E(1/X)=1/3a and Var(1/X)=1/3(a^2)

Thanks for your response

Does it agree with what is here: Inverse-gamma distribution - Wikipedia, the free encyclopedia