There are three different specific ways to do this (one command substack
and one environment subarray
with at least two different alignment options l
and c
), provided by the package amsmath
(see section 7.1 of the guide, at page 21). All of them work in inline math mode as well. To type your code, the package amssymb
is necessary too (although \mathop{\mathbb{E}}
is maybe redundant).
This code
\documentclass{article}
\usepackage{amsmath,amssymb}
\begin{document}
\[
\mathop{\mathbb{E}}_{\substack{x \in p_{data}(x),\\ z \in p_{z}(z)}}
\]
\[
\mathop{\mathbb{E}}_{\begin{subarray}{l}x \in p_{data}(x),\\ z \in p_{z}(z)\end{subarray}}
\]
\[
\mathop{\mathbb{E}}_{\begin{subarray}{c}x \in p_{data}(x),\\ z \in p_{z}(z)\end{subarray}}
\]
\end{document}
gives this output:
