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3. Let X be a continuous random variable. For constants a and b, prove that (a) E(aX + b) = aEUIf) + E), and (b)

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3. Let X be a continuous random variable. For constants a and b, prove that (a) E(aX + b) = aEUIf) + E), and (b) Var(aX + b} = a'u'aX). You may assume that for a function 9:112 } 1R, E(9(X)} : In g{:r:} fx{:r:} d3

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