Question: Prove that, for any linear function f(x) of a random variable x, no matter what its p.d.f.p(x), it must be true that = f( ).

Prove that, for any linear function f(x) of a random variable x, no matter what its p.d.f.p(x), it must be true that <f(x)> = f(<x>).

Saying f(x) is linear means f(x) = ax + b where a and b are constants.

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