Calculating expected value E(X^3 - X) ?

Question

How do I calculate the expected value of E(X³ - X)? Is it equal to E(X³) - E(X)? I know the values of E(X³) and E(X) individually.

 

Thanks in advance!

Answer 1

Yes it is. It is called linearity of expectation:

 

E(X+Y) = E(X) + E(Y) for all pairs of random variables X,Y.