In the bivariate situation, show that E is a linear or distributive operator. That is, show that $\displaystyle E[a_{1}u_{1}(X_{1},X_{2})+a_{2}u_{2}(X_{1},X_{2})]$$\displaystyle =a_{1}E[u_{1}(X_{1},X_{2})]+a_{2}E[u_{2}(X_{1},X_{2})]$

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