What are the properties of Mathematical expectation?

(i) E(a)=a , where ‘a’ is a constant
(ii) E(aX)=aE(X)
(iii) E(aX+b)=aE(X)+b , where ‘a’ and ‘b’ are constants.
(iv) If X ≥0,thenE(X) ≥0
(v) V (a )=0
(vi) If X is random variable, then V(aX+b)=a²V(X)

No comments:

Post a Comment