ThmDex – An index of mathematical definitions, results, and conjectures.
Result R5282 on D5102: Basic expectation
Expectation of a random fraction need not equal fraction of expectations
Formulation 0
Let $X \in \text{Bernoulli}(1 / 2)$ be a D3999: Standard Bernoulli random boolean number.
Then
(1) \begin{equation} \mathbb{E} \left( \frac{1}{1 + X} \right) = \frac{3}{4} \end{equation}
(2) \begin{equation} \frac{1}{\mathbb{E}(1 + X)} = \frac{2}{3} \end{equation}
Proofs
Proof 0
Let $X \in \text{Bernoulli}(1 / 2)$ be a D3999: Standard Bernoulli random boolean number.
The random variable $\frac{1}{1 + X}$ takes on values $\frac{1}{1 + 1} = \frac{1}{2}$ and $\frac{1}{1 + 0} = 1$, each with probability $1 / 2$. Using result R5274: Probability mass partition for expectation of a random natural number, we have \begin{equation} \begin{split} \mathbb{E} \left( \frac{1}{1 + X} \right) & = \frac{1}{1 + 1} \mathbb{P}(X = 1) + \frac{1}{1 + 0} \mathbb{P}(X = 1) \\ & = \frac{1}{2} \frac{1}{2} + \frac{1}{2} \\ & = \frac{1}{4} + \frac{2}{4} \\ & = \frac{3}{4} \end{split} \end{equation} while, using result R5283: Expectation of a standard bernoulli random boolean number, we know that \begin{equation} \mathbb{E}(1 + X) = 1 + \mathbb{E} X = 1 + \frac{1}{2} = \frac{3}{2} \end{equation} and therefore \begin{equation} \frac{1}{\mathbb{E}(1 + X)} = \frac{1}{3 / 2} = \frac{2}{3} \end{equation} $\square$