To Explain:Linearity of expectation of random variables.

SchachtN

SchachtN

Answered question

2021-01-25

To Explain:Linearity of expectation of random variables.

Answer & Explanation

Derrick

Derrick

Skilled2021-01-26Added 94 answers

Given:
n random variables X1,X2,....,Xn
Formula used:
E(X1,+X2,...,+Xn)=E(X1)+E(X2)+...+E(Xn)
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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