Category:Expectation is Linear
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This category contains pages concerning Expectation is Linear:
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $X$ and $Y$ be integrable random variables on $\struct {\Omega, \Sigma, \Pr}$.
Let $\expect X$ denote the expectation of $X$.
Then:
- $\forall \alpha, \beta \in \R: \expect {\alpha X + \beta Y} = \alpha \, \expect X + \beta \, \expect Y$
Pages in category "Expectation is Linear"
The following 4 pages are in this category, out of 4 total.