a)Unit 1Define discrete random variables. If X and Y are any two random variables, then show that E(X+Y)=E(X)+E(Y) provided E(X) and E(Y) exist.
Define discrete random variables. If X and Y are any two random variables, then show that E(X+Y)=E(X)+E(Y) provided E(X) and E(Y) exist.
b)Unit 2If X is a continuous random variable and Y=aX+b. Prove that E(Y)=aE(X)+b and V(Y)=a²V(X), where V stands for variance and a, b are constants.
If X is a continuous random variable and Y=aX+b. Prove that E(Y)=aE(X)+b and V(Y)=a²V(X), where V stands for variance and a, b are constants.