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X (ω) P (ω) = α P (ω) = αP (X = α)
X (ω) P (ω) = α P (ω) = αP (X = α)
X (ω) P (ω) = α P (ω) = αP (X = α)
27במאי 2020
)ב( לינאריות התוחלת ־ יהיו X, Yמ“מ .נוכיח שמתקיים עבור :α, β ∈ R
∑ ∑
= ]E [αX αX (ω) P (ω) = α ]X (ω) P (ω) = αE [X
ω∈Ω ω∈Ω
∑ ∑
= ] E [βY αX (ω) P (ω) = β ] Y (ω) P (ω) = βE [Y
ω∈Ω ω∈Ω
ולכן:
∑ ∑
αE [X] + βE [Y ] = α X (ω) P (ω) + β = )Y (ω) P (ω
ω∈Ω ω∈Ω
2
∑ ∑
= αX (ω) P (ω) + αY (ω) P (ω) =
ω∈Ω ω∈Ω
∑
= (α + β) (X (ω) + Y (ω)) P (ω) = E [αX + βY ]
ω∈Ω
E [XY ] = E [X] E [Y ] אז,(? מ“מ עצמאיים )בלתי תלוייםX, Y )ב( צ“ל שאם
:נראה
∑ ∑
E [X] E [Y ] = αP (X = α) βP (Y = β) =
α∈X β∈Y
∑ ∑ ∑
= αβP (X = α) P (Y = β) = αβP (X = α ∧ Y = β) =
α∈X β∈Y a∈X∧β∈Y
= E [XY ]