1 LetXbeadiscreterandom variablewithprobabilityfunctionp(x), g1(X),g2(X),g3(X),···,gk(X) be k functions of X. Then E[g1(X)+g2(X)+g3(X)+···+gk(X)] ≡ E[g1(X)]+E[g2(X)] +···+E[gk(X)] Proof for the case of k = 2

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