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I'm studying for my exam of probability distributions and in my study book got these equalities for the expectation:

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I thought of using any of the two definitions to find the expectation of a random variable (continuous or discrete) but I can not reach that conclusion.

For Discrete: enter image description here

For Continuous: enter image description here

This property is true?, How I can get your deduction?

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up vote 3 down vote accepted

You get it because $\mathsf E[X]$ is just a constant, and constant is always equal to its expectation.

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Yes, I noticed shortly after posting the question, thank you very much for taking the time to respond. –  franvergara66 Nov 11 '11 at 14:46
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