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Table of Contents Univariate Data Distributions Algebra of Expectations
Index
See also: expectation, probability theory 

Algebra of Expectations

The following rules apply to expectations. These rules are independent of the distributions. C is a constant, and X and Y are random variables.

Addition of a constant:

E[Y+c] = E[Y]+ c


Multiplication with a constant:

E[cY] = c*E[Y]


Addition of two expectations:

E[X+Y] = E[X] + E[Y]

 




Last Update: 2006-Jän-17