UNIVERSITY INSTITUTE OF ENGINEERING

DEPARTMENT OF AIT - CSE

Bachelor of Engineering (CSE)
Advanced Probability and Statistics (CST-283)
By: Dr. Anil Sharma (E12015)

Lecture -1.4
Properties of Expectation
DISCOVER . LEARN . EMPOWER
1
Chapter Course Objectives

This course helps students to understand, Identify and apply basic and advance concepts
1. of probability, Regression, Correlation and discrete and continuous probability
distributions.

Chapter Course Outcomes

Student will be able to

Apply the basic probability axioms and the moments of discrete and continuous random variables as
well as be familiar with common named discrete and continuous random variables
1.

2
Contents
• Properties of Expectation
• Addition Property
• Scalar Multiplication
• Linear combination
• Examples

3
 Properties

Property 1:
If X is a random variable with mean =E(X), and if a and b are
constants, then:
E(aXb) = a E(X)  b 
 
aXb = a X ± b
Remark 1: E(b) = b (a=0)
Remark 2: E(aX) = a E(X) (b=0)

4 4
Example
Let X be a random variable with the following probability density
function:
1 2
 x ; 1 x  2
f ( x)   3
0 ; elsewhere

Find E(4X+3).
Solution:
 2
1
2
1 1 4 x  2 
1 2
μ  E(X)   x f ( x) dx   x [ x ] dx   x dx   x
3
  5/4
 1
3 3 1 3 4 x  1

E(4X+3) = 4 E(X)+3 = 4(5/4) + 3=8

Property 2
If X1, X2, …, Xn are n random variables and a1, a2, …, an are
constants, then:
E(a1X1+a2X2+ … +anXn) = a1E(X1)+ a2E(X2)+ …+anE(Xn)

n n
E (  ai X i )   ai E ( X i )
i 1 i 1

Remark:
If X, and Y are random variables, then:
E(X ± Y) = E(X) ± E(Y)

6 6
Example 2
Let X, and Y be two independent random variables such that
E(X)=2 and E(Y)=7. Find:
1.    E(3X+7),
2.    E(5X+2Y2).

Solution:
1. E(3X+7) = 3E(X)+7 = 3(2)+7 = 13
2. E(5X+2Y2) = 5E(X) + 2E(Y) 2
= (5)(2) + (2)(7)  2= 22
Property 3
The expectation E of the product of the n number of
independent random variables is equal to the product of the
mathematical expectation of the n independent random
variables. In particular if n=2 we have

E(XY)=E(X)E(Y)
 Exercise

1. Suppose the p.m.f. of the random variable X is:

Find

2. A probability curve y  f ( x) has a range from 0 to  . If f ( x)  e x , find the mean

9 9
 References
Online Video Link-
• https://nptel.ac.in/courses/111/105/111105090/
• https://www.youtube.com/playlist?list=PL6C92B335BD4238AB

Textbooks / Reference Books

• Text Books
T1: Advanced Engineering Mathematics by R.K. Jain and S. R. K. Iyengar, Narosa Publications.
T2: Probability and Statistics for Engineers and Scientists by Sheldon M. Ross, Academic Press.
• Reference Books
R1: Fundamental of mathematical Statistics by SC Gupta and VK Kapoor, S. Chand Publication.
R2: Probability by Lipschitz, Schaum outline series, Mc.Graw hill Publication.

10
THANK YOU

For queries
Email: anil.e12015@cumail.in

11