MathLiveLinearity of expectation
The expected value of a sum of random variables equals the sum of their expected values, and this holds even when the variables are dependent. It is used to compute expectations by splitting a complicated quantity into simpler parts.
E[X+Y]=E[X]+E[Y]What the symbols mean
| a random variable | |
| a random variable | |
| expected value (mean) of a random variable |
About this formula
- FieldStatistics
- TopicExpected value
- LevelUniversity
- Also calledexpectation of a sum, expected value of sum of random variables, additivity of expectation, expectation linearity, expected value linear property, linear property of expected value
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