What are the properties of Mathematical expectation?

1.	What are the properties of Mathematical expectation?
Answer» The properties of Mathematical expectation are as follows: (i) E(a) = a, where ‘a’ is a constant (ii) Addition theorem: For two r.v’s X and Y, E(X + Y) = E(X) + E(Y) (iii) Multiplication theorem: E(XY) = E(X) E(Y) (iv) E(aX) = aE(X), where ‘a’ is a constant (v) For constants a and b, E(aX + b) = a E(X) + b

Answer»

The properties of Mathematical expectation are as follows:

(i) E(a) = a, where ‘a’ is a constant

(ii) Addition theorem: For two r.v’s X and Y, E(X + Y) = E(X) + E(Y)

(iii) Multiplication theorem: E(XY) = E(X) E(Y)

(iv) E(aX) = aE(X), where ‘a’ is a constant

(v) For constants a and b, E(aX + b) = a E(X) + b

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