Property 3. If X is a random variable and ´a' is constant, then E [a ¥ (X)] = a E [Y (X)] E [Y (X) + a} = E [¥ (X)] + a, where Y(X), a function of X, is a r.v. and all the expectaiions exist. (i) %3D (ii)

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Prove the property

Property 3. If X is a random variable and ´a' is constant, then
(i)
E [a ¥ (X)] = a E [¥ (X)}
(ii)
E [Y (X) + a} = E [Y (X)] + a,
%3|
where Y(X), a function of X, is a r.v. and all the expectations exist.
Transcribed Image Text:Property 3. If X is a random variable and ´a' is constant, then (i) E [a ¥ (X)] = a E [¥ (X)} (ii) E [Y (X) + a} = E [Y (X)] + a, %3| where Y(X), a function of X, is a r.v. and all the expectations exist.
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