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In a recent homework question I was asked to find the followings:
and
This was easy, I found both to be 1. What bothered me was an remark that the prof made at the end of the question: he wrote "This is not a coincidence."
Is this always true? Are there any proofs? Does it depend of ? What has the expectation got to do with ? I though the expectation is just like taking an average.
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