Properties of expected value and variance of a continuous random variable. a)Assume that X is a random variable and a and b are constant. With the integral definition of the expected value of a continuous random variable show that E(aX+b)=aE(x)+b and conclude like the theoretical questions of HW 3 , 2a) that V(aX + b) € b)Also using the fact that E(x) is a constant show that . V(X ) V(X) = E[(X – µ)³] = ÈX²) – [E(X)²

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1. Properties of expected value and variance of a continuous random variable.
a)Assume that X is a random variable and a and b are constant.
With the integral definition of the expected value of a continuous random variable show that E(aX+b)=aE(x)+b
and conclude like the theoretical questions of HW 3 , 2a) that V(aX + b)
b)Also using the fact that E(x) is a constant show that
. V(X )
V(X) = E[(X – µF] = ÈX²) – [E(X)²
Transcribed Image Text:1. Properties of expected value and variance of a continuous random variable. a)Assume that X is a random variable and a and b are constant. With the integral definition of the expected value of a continuous random variable show that E(aX+b)=aE(x)+b and conclude like the theoretical questions of HW 3 , 2a) that V(aX + b) b)Also using the fact that E(x) is a constant show that . V(X ) V(X) = E[(X – µF] = ÈX²) – [E(X)²
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