This is a collection of proofs that I have used in my work elsewhere.
- Linearity of Expectation
- Linear Combinations of Gaussian Random Variables
- Moment Generating Functions of Linear Combinations of Random Variables
- Variance of a Linear Combination of Random Variables
Set Operations
- Associativity of Union
- Commutativity of Intersection of Two Sets
- Commutativity of Union of Two Sets
- De Morgan's Law for Three Sets Part 1
- De Morgan's Law for Three Sets Part 2
- Intersection with the Empty Set
- Distributive Property of Intersection over Union
- Distributive Property of Union over Intersection
- Subset Relationships of Unions and Intersection
- Union with the Empty Set
