For a random variable X, prove (a)-(d) of Theorem 2.6.2. (a) E(c) = c. (b) E[cg(X)] =
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(a) E(c) = c.
(b) E[cg(X)] = cE [g(X)].
(c) E[Σigi(X)] = ΣiE[gi(X)].
(d) Var(aX + b) = a2 Var(X). In particular, Var(aX) =a2 Var(X).
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Related Book For
Mathematical Statistics With Applications In R
ISBN: 9780124171138
2nd Edition
Authors: Chris P. Tsokos, K.M. Ramachandran
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