Math Is Fun Forum

ooo

Guest

What is the value of the expectation of norm E(||X- μ||)?

where X ~ N (μ, σ2)

If X = [x1 x2] and μ = [μ1 μ2]. What is the value of E(||X- μ||)?

where E(||X- μ||)= E(sqrt( (x1-μ1)^2 + (x1-μ1)^2 ))

Thank you very much