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)].

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- May 17th 2009, 06:11 PMredpackbivariate 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, 06:20 PMmatheagle
That follows directly from the integral or sum or better yet if you express the expectation as $\displaystyle \int dF_{X_1,X_2}$