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Question 23 of 41

Q.What are the properties of Mathematical expectation ?

Tamil Nadu DgeTamil Nadu HSC (DGE) Commerce Board 2022Subjective· 3mImportance★★★★★
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Expectation is linear (E(aX+b)=aE(X)+bE(aX+b)=aE(X)+b, E(X+Y)=E(X)+E(Y)E(X+Y)=E(X)+E(Y)) and multiplicative for independent variables (E(XY)=E(X)E(Y)E(XY)=E(X)E(Y)).

The properties of mathematical expectation are:

  1. Constant: E(c)=cE(c)=c for any constant cc.
  2. Scalar multiple: E(aX)=aE(X)E(aX)=aE(X).
  3. Linearity (affine): E(aX+b)=aE(X)+bE(aX+b)=aE(X)+b.
  4. Addition theorem: E(X+Y)=E(X)+E(Y)E(X+Y)=E(X)+E(Y), for any two random variables.
  5. Multiplication theorem: if XX and YY are independent, then E(XY)=E(X) E(Y)E(XY)=E(X)\,E(Y). …

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