What is the most general distribution for which E[1/x] = 1/E[x]?

Noe Cowan

Noe Cowan

Answered question

2022-11-02

What is the most general distribution for which E [ 1 / x ] = 1 / E [ x ]?
What is the most general distribution for which the expected value of the multiplicative inverse equals the multiplicative inverse of the expected value?
Motivation: I'm into modelling dynamics on graphs and I found a problem which is easily solvable in cases where the degree distribution of the vertices is a distribution where E [ 1 / k ] = 1 / E [ k ]. ( k i is the degree of the ith vertex) From this solution I may gain an insight into how to unify multiple models.
So particularly I'm looking for a distribution which consists of non-negative, finite integers. But I'm also interested in continuous solutions. Distributions where E [ 1 / k n ] = 1 / E [ k n ] may also help unifying the models.
What I do know so far, that k i = 1 is a particular solution. In the continuous case every function where f ( x ) = f ( 1 / x ) and E [ x ] = 1 is a solution. I know what momentum generating functions are and they seem like a good direction to try in, but I failed so far.
What is the most general form of this distribution? Does it have a name? It sounds like something trivial, like a "famous" distribution, but I can't find it.

Answer & Explanation

Kalmukujobvg

Kalmukujobvg

Beginner2022-11-03Added 14 answers

Explanation:
By Jensen's inequality applied to the convex function f ( x ) = x 1 on ( 0 , ),
1 E [ X ] < E [ 1 X ]
for any non-constant nonnegative random variable X. Thus, the constant random variable is the only such random variable.

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