Today I Learned

Some of the things I've learned every day since Oct 10, 2016

17: Linearity of Expectation

The expectation of a discrete random variable X, denoted \textrm{E}(X), is linear. That is, for random variables X, Y and a constant c,

\textrm{E}(cX + Y) = c \textrm{E}(X) + \textrm{E}(Y) .

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