Xi'an's Og

Following a question on X validated as to why the mean of the log of a uniform distribution is not log(0.5), I replied with the obvious link to Jensen’s inequality and the more general if equally obvious remark that expectation was rarely invariant under transforms and ended up with an high number of up-votes on that answer. Which bemuses me given the basic question and equally basic answer..!

This entry was posted on November 27, 2019 at 12:19 am and is filed under Books, Statistics with tags cross validated, Jensen's inequality, uniform distribution, vote. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.