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

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]


Last Update: 2012-10-08