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S Jul 28, 2023 at 16:48 history edited Dave Ray CC BY-SA 4.0
Fixing some typos
S Jul 28, 2023 at 16:48 history suggested alexis_thual CC BY-SA 4.0
Fixing some typos
Jul 28, 2023 at 13:53 review Suggested edits
S Jul 28, 2023 at 16:48
Jul 28, 2023 at 13:28 comment added Zhanxiong Writing something like "$d(x + y) = dx + dy$" in the integral is a common misunderstanding to the expectation formula. See this long related discussion/clarification for a similar and slightly more general problem.
Jul 28, 2023 at 10:45 answer added alexis_thual timeline score: 2
Jul 28, 2023 at 5:54 history edited Dave Ray CC BY-SA 4.0
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Jul 27, 2023 at 17:20 comment added whuber The expectation is the probability-weighted average value (mean). The Distributive Law of Arithmetic implies the mean of a sum is the sum of the means. That's all there is to it. The answer at math.stackexchange.com/questions/1810365 is complete and rigorous but when you inspect it closely you realize it comes down to the assertion that the (Lebesgue) integral is linear -- and that ultimately is proven by analyzing step functions, which reduce the problem to what I just stated.
Jul 27, 2023 at 16:52 history edited User1865345
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Jul 27, 2023 at 16:34 answer added Xi'an timeline score: 3
Jul 27, 2023 at 16:34 comment converted from answer alexis_thual I think the left side of your equation is ill-formutated. You might be interested in this discussion about the linearity of the expectation operator: https://math.stackexchange.com/questions/1810365/proof-of-linearity-for-expectation-given-random-variables-are-dependent
Jul 27, 2023 at 16:20 comment added Peter Flom Welcome to the site. I added codes to format the formulas. Please check that this is how you want it.
Jul 27, 2023 at 16:19 history edited Peter Flom CC BY-SA 4.0
Added codes to make it LaTeX
S Jul 27, 2023 at 16:16 review First questions
Jul 27, 2023 at 16:35
S Jul 27, 2023 at 16:16 history asked Dave Ray CC BY-SA 4.0