Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more.

Home Univariate Data Distributions Algebra of Expectations
See also: expectation, probability theory 
del.icio.us Reddit Facebook StumbleUpon MySpace Twitter

Algebra of Expectations

The following rules apply to expectations. These rules are independent of the distributions. C is a constant, and X and Y are random variables.

Addition of a constant:

E[Y+c] = E[Y]+ c


Multiplication with a constant:

E[cY] = c*E[Y]


Addition of two expectations:

E[X+Y] = E[X] + E[Y]

 



Home Univariate Data Distributions Algebra of Expectations

Last Update: 2010-03-18