# 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 $c$,

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