l******n
发帖数: 4 | 1 or the mean and variance of the inverse of a Guassian RV?
Thanks |
v****k
发帖数: 229 | 2 does not exist ?
【在 l******n 的大作中提到】
: or the mean and variance of the inverse of a Guassian RV?
: Thanks
|
l******n
发帖数: 4 | 3 E[1/x] where x is Gaussan doesn't exist?
【在 v****k 的大作中提到】
: does not exist ?
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a**n
发帖数: 3801 | 4 reciprocal吧
【在 l******n 的大作中提到】
: or the mean and variance of the inverse of a Guassian RV?
: Thanks
|
v****k
发帖数: 229 | 5 NO.
suppose g(x) is a function, and x follows some distribution f(x), then
E[g(x)] exists if the integral \int{g(x)f(x)}dx absolutely converges,
i.e. \int{|g(x)|f(x)dx}
for your example, suppose x follows N(\mu,\sigma^2) you can check the
integral \int{(1/|x|)f(x)} diverges.
【在 l******n 的大作中提到】
: E[1/x] where x is Gaussan doesn't exist?
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