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Math Help - expected value of a monotonic function of a random var.

  1. #1
    Junior Member
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    expected value of a monotonic function of a random var.

    hey,
    say I know that the following is true:

    E(X)=k

    (where E(.) is the expected value, X is a positive random variable and k is some positive and final number)

    what can I say about E(log(X)) ?

    Can I say it is also final, for instance?

    I can maybe even assume k>1 , if it helps (but I cannot assume that on X, which I guess could've helped more in this case)

    thank you
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  2. #2
    MHF Contributor
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    Re: expected value of a monotonic function of a random var.

    I'm not sure what you mean by 'final' number? If you mean terminating number, then no. Consider, for example, a trivial pmf where x=2 with probability 1.
    Last edited by SpringFan25; March 16th 2012 at 03:48 PM.
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