Probability Review

Posted by Beetle B. on Sun 20 April 2014
  • Linearity of expectation: \(E(aX+bY+c)=aE(x)+bE(Y)+c\). This holds even when \(X\) and \(Y\) are dependent. Exploit this!
  • Independent Random Variables: Two random variables are independent if \(P((X\in A)\bigcap(Y\in B))=P(X\in A)P(Y\in B)\) for all \(X\in A\) and \(Y\in B\).

tags : probability