Question: Suppose that X is a random variable defined on a sample space and that a, b are constants. Show that (a) E(aX + b) =

Suppose that X is a random variable defined on a sample space and that a, b are constants. Show that
(a) E(aX + b) = aE(x) + b.
(b) Var(aX + b) = a2Var(X).

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