Prove Theorem 4.5.Reference

Chapter 4, Problem 23E

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QUESTION:

Prove Theorem .

Questions & Answers

QUESTION:

Prove Theorem .

ANSWER:

Solution: Step 1 of 2: Let c be a constant and let g(Y),g 1Y ),g 2Y ),...,gk(Y )be a functions of a continuous random variable Y. We have to prove the results. (1) E(c) =c. (2) E(c g(Y))= c E(g(Y)). (3) E[g 1Y ) + g 2Y )+....+g kY )]= E[g (1 )] + E[g (2 )] + ... + E[g kY )] .

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