Mathematical Appendixes

Appendix A. Expectation Proofs

This appendix furnishes proofs that may be studied to develop an understanding of the expected-value operator, and to explain certain statistical relationships that will aid in understanding the subject matter of this book.

Given two random variables X and Y having a joint probability distribution for …, the following theorems may be derived using the expectation operator.

Theorem A1:

 

Proof:

equation

 

Theorem A2:

 

Proof:

equation

 

Theorem A3:
for any constants a and b

 

Proof:

equation

Theorem A3 implies that the standard deviation of

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