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Theorem 5.4.2. Expected Value is a Linear Operator.

  1. \(\displaystyle E[c] = c\)
  2. \(\displaystyle E[c v(X)] = c E[v(X)]\)
  3. \(\displaystyle E[v(X) + w(X)] = E[v(X)] + E[w(X)]\)

Proof.

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