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Thread: Expectation of a density function

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    Expectation of a density function




    Hi guys,

    I have a question about the calculation of the expectation based on a density function where the integral is NOT 1.

    Is it okay to normalize such a function and how would this work. Could anybody give a simple example?

    Thanks!

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    Re: Expectation of a density function

    It doesn't really make sense to talk about expectation unless you have a probability measure. If the integral is not 1 you don't have a probability measure. What exactly are you doing?
    I don't have emotions and sometimes that makes me very sad.

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    Re: Expectation of a density function

    Yepp this was also my thought but I read the following: Let be an function, no properties listed but I guess that then they define:




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    Re: Expectation of a density function

    Tex tags are broken here but math tags work. And they normalize the function there so it should be fine (as long as f>0 for all x)
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    Re: Expectation of a density function


    Okay thanks! Do you know a textbook where the above approach is explained?

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