(1) E(E(X)) = E(X) (2) E(X – E(X)) = 0 (3) Var(X) = E(X²) – [E(X)]² (4) Given constants a and b, E(aX + b) = aE(X)+ b and Var(ax + b) = a²Var(X) (5) Given a constant a, E(a) = a and Var(a) = 0.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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5. Suppose that X is a discrete random variable. Prove that the following statements are true. (hint:
begin with the definition of expectation and variance for the discrete random variable)
(1) E(E(X)) = E (X)
(2) E(X – E(X)) = 0
(3) Var(X) = E(X²) – [E(X)]²
(4) Given constants a and b, E(aX + b) = aE(X)+b
and Var(aX + b) = a?Var(X)
(5) Given a constant a, E (a) = a and Var(a) = 0.
Transcribed Image Text:5. Suppose that X is a discrete random variable. Prove that the following statements are true. (hint: begin with the definition of expectation and variance for the discrete random variable) (1) E(E(X)) = E (X) (2) E(X – E(X)) = 0 (3) Var(X) = E(X²) – [E(X)]² (4) Given constants a and b, E(aX + b) = aE(X)+b and Var(aX + b) = a?Var(X) (5) Given a constant a, E (a) = a and Var(a) = 0.
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