ObliviousSage
Apr19-11, 08:45 PM
If X is some RV, and Y is a sum of n independent Xis (i.e. n independent identically distributed random variables with distribution X), is the mean of Y just the sum of the means of the n Xs?
That is, if Y=X1+X2+...+Xn, is E[Y]=nE[X]?
I know that for one-to-one order-preserving functions, if Y=h(X) then E[Y]=E[h(X)] with a single variable X, but I'm not sure if it works with multiple Xs, even with something as simple as addition.
That is, if Y=X1+X2+...+Xn, is E[Y]=nE[X]?
I know that for one-to-one order-preserving functions, if Y=h(X) then E[Y]=E[h(X)] with a single variable X, but I'm not sure if it works with multiple Xs, even with something as simple as addition.