Both are of Latin origin.

i.e. stands for "id est" which means "that is" or "which is to say" and is used for clarification. "Jeff couldn't read the book, i.e., he's illiterate".

e.g. means "exempli gratia" and is used synonymously with "for example". "Jeff is doing a lot to learn how to read, e.g., he's taking classes".

Commas are always placed before and after i.e and e.g.

i.e. means that is
e.g. means for example

Here are both used in the same sentence to clarify:

I want you to have everything I own, i.e., my Rolls-Royce. (this means that the person gets only this thing)

I want you to have everything I own, e.g., my Rolls-Royce, gym membership, XP, etc. (this means that these are some of the examples of things they will get)

In both cases there should be periods after each letter and a comma after the second period. ex: e.g.,

Ray Bones: "Let me explain something to you. Momo is dead. Which means everything he had now belongs to Jimmy Cap, including you. Which also means, when I speak, I speak for Jimmy. E.g., from now on, you start showing me the proper fuckin' respect."

Chili Palmer: "'E.g.' means 'for example'. What I think you want to use is 'i.e.'."

Ray Bones: "Bullshit, it's short for 'ergo'."

Chili Palmer: "Ask your man."

Bodyguard: "To the best of my knowledge, 'e.g.' means 'for example'."

Ray Bones: "E.g., i.e., fuck you! The point is this: When I say 'jump', you say 'OK', okay?"

- "Get Shorty"

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