To Explain:Linearity of expectation of random variables.

Question
Random variables
asked 2021-01-25
To Explain:Linearity of expectation of random variables.

Answers (1)

2021-01-26
Given:
n random variables \(X_{1},X_{2},....,X_{n}\)
Formula used:
\(E(X_{1},+ X_{2},...,+ X_{n})=E(X_{1})+E(X_{2})+...+E(X_{n})\)
Linearity means additivity over the variables. Thus (1) expresses the fact that expectation is additive over the random variables, in other words, expectation is a linear function.
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