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For Gaussian distribution matrix $X$, find $E(F(X))$ and $\sigma(X)$ s.t. $F=\sum f(x_i)P_i,$ given $E(f_i(x_i)),\sigma(f_i(x_i)) \forall i$

While jbowman answers my question, I am unsatisfied. I must know why his answer is true, and the clues he gave me in the edit have not been enough. Can I repost this question to the mathematics stack? Is there some etiquette to go through before I cross post?

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    $\begingroup$ Would it not be better to persist with the question and answer you already have? Why not edit your question again and say explicitly which bits of the answer you are now having trouble with? $\endgroup$ – mdewey Nov 28 '16 at 17:16
  • $\begingroup$ should I remove the checkmark, indicating the question is not answered? $\endgroup$ – kilojoules Nov 28 '16 at 17:47
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    $\begingroup$ Please see stats.stackexchange.com/help/on-topic in relation to both cross-posting and homework-style questions. $\endgroup$ – Glen_b -Reinstate Monica Nov 28 '16 at 21:37
  • $\begingroup$ If you have checked the answer you should be satisfied with it. I would not uncheck an answer unless you made the check inadvertently or a better answer came along that you feel now deserves the check. But wanting more/different answers is not right. If you think mathematics could give you better answers migrate it as Andre Silva has suggested in his answer. $\endgroup$ – Michael R. Chernick Dec 31 '16 at 18:55
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From the on-topic help center page (which Glen_b pointed out):

Please note,...,that cross-posting is not encouraged on SE sites. Choose one best location to post your question. Later, if it proves better suited on another site, it can be migrated.

The implied word "discouraged" means it is not acceptable to post the same question in two different SE sites right off the bat; which apparently was not your case. Moreover, in this case, migration is not anymore an option because that question already received an on-topic answer.

If placing a bounty to collect better answers, or making slight edits/updates into the question to request for further clarification (as long as such edits do not mischaracterize the question and current existing answer) are not options to you, then I suggest the following:

Ask a following up question (hence, a different question) in the Mathematics site (if you think it will be best answered/suited there) highlighting which part of your previous question (or about the received answer) you quite did not understand and why. Make sure to write the question in a focused Q/A format. Remembering there is always the risk people will not sympathise with the new question and history for many reasons (like people considering it a dupe or a cross post, a lack of research effort, etc). It is up to you to weigh the costs and benefits.

Last, I found confusing you accepted an answer you were not fully satisfied with. In such cases, it is best to upvote the answer if it was helpful somehow, but not accepting it. Instead, leave a comment under the answer explaining which part you did not understand and ask for clarifications.

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  • $\begingroup$ I think this is a really good answer. $\endgroup$ – Michael R. Chernick Dec 31 '16 at 18:50

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