In: Statistics and Probability
Suppose the possible values of X are {xi}, the possible values
of Y are {yj}, and the possible values of X + Y are {zk}. Let Ak
denote the set of all pairs of indices (i,j) such that xi+yj
=zk;thatisAk ={(i,j):xi+yj =zk}
a. Argue that
b. Argue that
P{X+Y=zk}= ? P{X=xi,Y=yj} (i,j )∈Ak
E[X+Y]=? ? (xi+yj)P{X=xi,Y =yj} k (i,j )∈Ak
c. Using the formula in b, argue that E[X+Y]=??(xi+yj)P{X=xi,Y =yj}
ij
d. Show that
P(X =xi)=?P(X =xi,Y =yj),P(Y =yj)=?P(X =xi,Y =yj)
ji
e. ProvethatE[X+Y]=E[X]+E[Y]