- Is E(constant) = constant? If yes, then E(E(x)) = E(x-bar) = E(a constant) = x-bar. And if that is true, then cov(x,y) = 0. Which means this cant be true (reductio ad absurdum) but then if it is not, then E(constant) is not equal to constant. But if it is not, then why not? The expected value of a constant must be a constant… Anyone? Thanks for reading!
Okay, I got my mistake. i did not know that E(xy) = E(x).E(y) only if they are independent.