Talk:Expectation is Linear

Can we add a second statement & proof by induction to show this generalizes to the linear combination of N random variables? That would make it easier in proofs that use linearity of expectations over some arbitrary sum of random variables. We could directly reference this statement rather than have to use induction every time we use this statement. --Jet457 (talk) 23:23, 19 February 2020 (EST)

Actually I see we're using it elsewhere on ProofWiki without showing the extension to sum of $n$ random variables. I'm fine with either, just felt it might be a little unclear to a newbie who might not clearly see how proofs on a sum of 2 values extend to $n$ values. --Jet457 (talk) 23:46, 19 February 2020 (EST)

Your idea has merit. Feel free to craft a page Linearity of Expectation Function/General Result or whatever. You have a good feel for the house style and philosophy. --prime mover (talk) 04:52, 20 February 2020 (EST)