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?
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!
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.
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:
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)
I don't have emotions and sometimes that makes me very sad.
Stats_Newbie (01-14-2014)
Okay thanks! Do you know a textbook where the above approach is explained?
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