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4 Linearity of expectations (20 pts) Let X and Y be arbitrary non-negative random variables, and let Z be another random variable, such that Z=max(X,Y).
4 Linearity of expectations (20 pts) Let X and Y be arbitrary non-negative random variables, and let Z be another random variable, such that Z=max(X,Y). Prove that E[Z]E[X]+E[Y]. Hint: Try to define Z in terms of X and Y
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