Statistics, Statistical Analysis, Random Variable, Discrete Random Variable, Mathematics.
always true 2. Expected Value of a function of R.V Suppose X₁,……Xₙ have joint PMF fₓ₁….ₓₙ E[g(X₁….Xₙ)] = ∑ t.fᵧ(t) = ∑ g( t₁ ….. tₙ)fₓ₁…ₓₙ(t₁….tₙ) From this it is observed that to find E[Y] we donot need fᵧ. The joint PMF of X₁….Xₙ can be used directly 3. Linearity of Expected value E[cX]= c*E[X]