Properties of expected value

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This video discusses the most important properties of expectation, including the fact that mean is a linear operator, that it respects less than or equal to, and Jensen's inequality.

CORRECTION: at 1:38 when I say "random variables a and b" in the narration, I should have should "constants a and b" as in written in the video.
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Cauchy distribution does not have mean but truncated cauchy may have

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