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The Absolute Difference Law For Expectations

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  • Liang Hong

Abstract

We revisit the addition law for expectations and present a sibling law: the absolute law for expectations. We show that these two laws and their corresponding laws for probabilities can be reconciled under a single framework. As an application, we use the absolute law for expectations to calculate the mean absolute deviation. Finally, we remark on a hidden point in a related article previously published on these pages; this will help readers to avoid a potential pitfall.

Suggested Citation

  • Liang Hong, 2015. "The Absolute Difference Law For Expectations," The American Statistician, Taylor & Francis Journals, vol. 69(1), pages 8-10, February.
  • Handle: RePEc:taf:amstat:v:69:y:2015:i:1:p:8-10
    DOI: 10.1080/00031305.2014.994712
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