Revision as of 01:41, 2 March 2024

Linear Combinations of RV

Let $X$ be a random variable, $a,c$ be constants.

Expectation have the following properties

$E(aX+c)=aE(X)+c$

Variance is a bit more complicated. Recall that the calculation of variance involves the average difference from the mean squared.

$Var(aX+c)=a^{2}Var(X)$

@@ Line 1: / Line 1: @@
-== Linear Combinations of RV ==
+= Linear Combinations of RV =
+Let <math>X</math> be a random variable, <math>a, c</math> be constants.
+Expectation have the following properties
+<math>
+E(aX + c) = aE(X) + c
+</math>
+Variance is a bit more complicated. Recall that the calculation of
+variance involves the average difference from the mean squared.
+<math>
+Var(aX + c) = a^2 Var(X)
+</math>