Expected value of the norm of a centered vector.












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Let $X$ be a random vector in $mathbb{R}^n$ such that $mathbb{E}[X]=0$. Is it true that $mathbb{E}[ |X|]=0$ ? (Euclidean norm).










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  • $begingroup$
    Norms are always non-negative, taking the value 0 iff their input vector is zero: en.wikipedia.org/wiki/Norm_(mathematics)#Definition
    $endgroup$
    – Bey
    Jan 18 at 14:28
















0












$begingroup$


Let $X$ be a random vector in $mathbb{R}^n$ such that $mathbb{E}[X]=0$. Is it true that $mathbb{E}[ |X|]=0$ ? (Euclidean norm).










share|cite|improve this question









$endgroup$












  • $begingroup$
    Norms are always non-negative, taking the value 0 iff their input vector is zero: en.wikipedia.org/wiki/Norm_(mathematics)#Definition
    $endgroup$
    – Bey
    Jan 18 at 14:28














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0








0





$begingroup$


Let $X$ be a random vector in $mathbb{R}^n$ such that $mathbb{E}[X]=0$. Is it true that $mathbb{E}[ |X|]=0$ ? (Euclidean norm).










share|cite|improve this question









$endgroup$




Let $X$ be a random vector in $mathbb{R}^n$ such that $mathbb{E}[X]=0$. Is it true that $mathbb{E}[ |X|]=0$ ? (Euclidean norm).







probability probability-theory statistics random-variables






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asked Jan 18 at 13:54









C.S.C.S.

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235












  • $begingroup$
    Norms are always non-negative, taking the value 0 iff their input vector is zero: en.wikipedia.org/wiki/Norm_(mathematics)#Definition
    $endgroup$
    – Bey
    Jan 18 at 14:28


















  • $begingroup$
    Norms are always non-negative, taking the value 0 iff their input vector is zero: en.wikipedia.org/wiki/Norm_(mathematics)#Definition
    $endgroup$
    – Bey
    Jan 18 at 14:28
















$begingroup$
Norms are always non-negative, taking the value 0 iff their input vector is zero: en.wikipedia.org/wiki/Norm_(mathematics)#Definition
$endgroup$
– Bey
Jan 18 at 14:28




$begingroup$
Norms are always non-negative, taking the value 0 iff their input vector is zero: en.wikipedia.org/wiki/Norm_(mathematics)#Definition
$endgroup$
– Bey
Jan 18 at 14:28










2 Answers
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HINT
Not true because
$$left|vec{X}right| = 0 iff vec{X} = 0$$



In other words, for example, let the coordinates of $vec{X}$ be distributed symmetrically, e.g. $mathcal{U}(-1,1)$. Then what is the expected value?



But the Euclidean norm is
$$
sqrt{sum_{k=1}^n X_k^2}
$$

and $X_k^2 > 0$ a.s.






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    0












    $begingroup$

    Maybe I can take in $mathbb{R}$ the random variable $X$ in ${-1,1}$ with probability 1/2 each. then $|X|=1$ always.






    share|cite|improve this answer









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      2 Answers
      2






      active

      oldest

      votes








      2 Answers
      2






      active

      oldest

      votes









      active

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      active

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      0












      $begingroup$

      HINT
      Not true because
      $$left|vec{X}right| = 0 iff vec{X} = 0$$



      In other words, for example, let the coordinates of $vec{X}$ be distributed symmetrically, e.g. $mathcal{U}(-1,1)$. Then what is the expected value?



      But the Euclidean norm is
      $$
      sqrt{sum_{k=1}^n X_k^2}
      $$

      and $X_k^2 > 0$ a.s.






      share|cite|improve this answer









      $endgroup$


















        0












        $begingroup$

        HINT
        Not true because
        $$left|vec{X}right| = 0 iff vec{X} = 0$$



        In other words, for example, let the coordinates of $vec{X}$ be distributed symmetrically, e.g. $mathcal{U}(-1,1)$. Then what is the expected value?



        But the Euclidean norm is
        $$
        sqrt{sum_{k=1}^n X_k^2}
        $$

        and $X_k^2 > 0$ a.s.






        share|cite|improve this answer









        $endgroup$
















          0












          0








          0





          $begingroup$

          HINT
          Not true because
          $$left|vec{X}right| = 0 iff vec{X} = 0$$



          In other words, for example, let the coordinates of $vec{X}$ be distributed symmetrically, e.g. $mathcal{U}(-1,1)$. Then what is the expected value?



          But the Euclidean norm is
          $$
          sqrt{sum_{k=1}^n X_k^2}
          $$

          and $X_k^2 > 0$ a.s.






          share|cite|improve this answer









          $endgroup$



          HINT
          Not true because
          $$left|vec{X}right| = 0 iff vec{X} = 0$$



          In other words, for example, let the coordinates of $vec{X}$ be distributed symmetrically, e.g. $mathcal{U}(-1,1)$. Then what is the expected value?



          But the Euclidean norm is
          $$
          sqrt{sum_{k=1}^n X_k^2}
          $$

          and $X_k^2 > 0$ a.s.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 18 at 13:59









          gt6989bgt6989b

          36k22557




          36k22557























              0












              $begingroup$

              Maybe I can take in $mathbb{R}$ the random variable $X$ in ${-1,1}$ with probability 1/2 each. then $|X|=1$ always.






              share|cite|improve this answer









              $endgroup$


















                0












                $begingroup$

                Maybe I can take in $mathbb{R}$ the random variable $X$ in ${-1,1}$ with probability 1/2 each. then $|X|=1$ always.






                share|cite|improve this answer









                $endgroup$
















                  0












                  0








                  0





                  $begingroup$

                  Maybe I can take in $mathbb{R}$ the random variable $X$ in ${-1,1}$ with probability 1/2 each. then $|X|=1$ always.






                  share|cite|improve this answer









                  $endgroup$



                  Maybe I can take in $mathbb{R}$ the random variable $X$ in ${-1,1}$ with probability 1/2 each. then $|X|=1$ always.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Jan 18 at 14:00









                  C.S.C.S.

                  235




                  235






























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