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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-Jšn-17