bivariate situation

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• May 17th 2009, 07:11 PM
redpack
bivariate situation
In the bivariate situation, show that E is a linear or nondistributive operator. That is, show that E[a1u1(X1,X2)+a2u2(X1,X2)]=a1E[u1(X1,X2)]+a2E[u2(X1,X2)].

Thank you
• May 17th 2009, 07:20 PM
matheagle
That follows directly from the integral or sum or better yet if you express the expectation as $\int dF_{X_1,X_2}$