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A Level · Cambridge (CIE) · 9709

Combine expectations without assuming independence

Use linearity for sums and differences while separating it from the extra conditions needed for variance.

Statistics 2 · Linear combinations · 6.2
Exam scope and assessment notes

Probability & Statistics 2 (Paper 6, A Level) · Mathematics 9709, 2026–2027, section 6.2. Paper 6 builds on Paper 5 and assumes Paper 3 calculus. Use E(aX + b) = aE(X) + b and Var(aX + b) = a²Var(X). Expectation is linear without independence, when the relevant moments exist. For independent X and Y, Var(aX + bY) = a²Var(X) + b²Var(Y); negative coefficients still give positive squared contributions. A constant changes the mean but not variance. SD scales by |a|, not a². Affine transforms of normal variables and linear combinations of independent normal variables are normal when the resulting variance is positive; zero variance is a constant, so handle it directly rather than standardising by zero. Independent Poisson counts have an exact Poisson sum with the parameters added; a scaled count or difference is not generally Poisson. Equal marginal distributions do not establish independence. Proofs are not required. Normal probabilities here use quoted cumulative values when supplied and otherwise unrounded standardisation with numerical areas. Exact distribution results are conditional on the stipulated models; real applications need evidence. Continuous density functions, sampling, estimation and hypothesis testing belong to later sections. Written practice is self-checked; cumulative assessment and human subject-teacher review remain pending.

Before you begin

  • Use signed coefficients.
  • Calculate separate expectations.

Work on paper. Try each question before revealing help, and explain why your method works.

Quick readiness check

Which term does a fixed +5 contribute to expectation?

What you will learn

  • Calculate E(aX + bY + c) without independence.
  • Avoid applying an independent variance rule to dependent quantities.

Keep coefficients and constants in the mean

If E(X) = 7 and E(Y) = 3, E(2X − 4Y + 5) = 14 − 12 + 5 = 7. Linearity of expectation does not require independence, provided the relevant expectations exist. Use each signed coefficient once.

For the same means, E(2X + Y) = 17 and E(3X − 2Y + 4) = 19. Expected values add algebraically; they need not be possible individual outcomes. This mean result alone does not supply a distribution or variance.

Do not transfer this permission to variance

If Y = X, the difference X − Y is identically zero and its expectation is zero. Linearity still works although the two quantities are completely dependent.

Its variance is also zero by the actual relation, rather than the sum of two positive variances. Independence is needed for the syllabus’s separate additive variance result. Check which result you are using before deciding whether dependence matters.

Pause and explain

Does linearity of expectation require independent variables?

Put the idea to work

Worked example

E(X) = 7, E(Y) = 3. Find E(2X − 4Y + 5) without assuming independence.

Show the worked solution
  1. Multiply each mean by its signed coefficient.
  2. Add 14 − 12 and the fixed five.
  3. The expectation is seven; no independence condition was needed.

Answer E(2X − 4Y + 5) = 7.

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From guided practice to a new situation

Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.

1 · Guided

E(X) = 7, E(Y) = 3. Find E(2X + Y).

Give me a hint

Multiply each separate mean by its own coefficient.

Compare my reasoning
  1. E(2X) = 14.
  2. E(Y) = 3.
  3. Add to get seventeen, without requiring independence.

17; independence is not required.

Look for these in your work

  • Use both coefficients.
  • State the correct condition.
2 · Independent

For those means, calculate E(3X − 2Y + 4).

Give me a hint

Preserve the negative coefficient and fixed shift.

Compare my reasoning
  1. Three times seven is twenty-one.
  2. Subtract twice three and add four.
  3. The result is nineteen.

19.

Look for these in your work

  • Retain signed coefficients.
  • Include the constant.
3 · Transfer

If Y = X, calculate expectation and variance of X − Y. Explain why the independent variance rule is inappropriate.

Give me a hint

Simplify the random variable using its known relation.

Compare my reasoning
  1. X − Y = X − X = 0 for every outcome.
  2. Its expectation and variance are zero.
  3. The independent additive variance rule is unavailable because Y repeats X.

Mean 0; variance 0; the variables are dependent.

Look for these in your work

  • Use the actual relation.
  • Distinguish mean and variance conditions.

Common mistakes

  • Expectation linearity does not need independence.
  • Mean alone does not specify variance or shape.
  • Dependent repeated variables need their actual relation.
Recall without your notes

What can you explain now?

Does E(X + Y) = E(X) + E(Y) require independence?

Compare with the explanation

No, when the expectations exist.

The additive variance rule has a different condition.

After trying it yourself, choose your next review. This is your self-assessment.

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Make it stick

Add signed expected values whether independent or dependent, then check variance assumptions separately.

If you needed the solution, close it and solve the problem again from a blank page. A correct answer is stronger when you can explain the reason for each step.

Keep learning Mathematics

Course scope and assessment

312 sequenced lessons provide 936 guided, independent and application problems covering the 160 objectives in sections 1.1–1.8, 2.1–2.6, 3.1–3.9, 4.1–4.5, 5.1–5.5 and 6.1–6.5. The map lists all 38 sections across six alternative components; all eight Pure Mathematics 1 sections and all six Pure Mathematics 2 sections, from Paper 2 Algebra through Numerical solution of equations, currently have full teaching sequences. Paper 3 Algebra, section 3.1, links the six shared foundation lessons plus six lessons on partial fractions and rational binomial expansions; Paper 3 logarithms, trigonometry and numerical equations use the shared lessons, with the Paper 1 graph foundation linked into trigonometry. Paper 3 differentiation combines the shared methods with its inverse-tangent derivative lesson. Paper 3 Integration links four shared standard and identity lessons plus seven advanced lessons, covering all six section 3.5 requirements. Eight Vectors lessons cover all six section 3.7 requirements, with 2D and 3D line and solid applications. Nine Differential equations lessons cover all four section 3.8 requirements, including Paper 3 integration techniques, initial conditions, equilibrium solutions and conditional model interpretations. Eleven Complex numbers lessons cover all eight section 3.9 requirements, with seven Argand diagrams and explicit argument and boundary checks. All nine Pure Mathematics 3 sections now have teaching linked to every mapped requirement. Nine Forces and equilibrium lessons cover all seven section 4.1 requirements, with six force diagrams, signed incline-friction intervals, reaction-dependent pull and push limits and separate-body third-law checks. Nine Kinematics lessons cover the four official section 4.2 requirements, with the graph requirement mapped to three relationships. Six motion diagrams support directed quantities, graph slopes and signed areas, Paper 1 time-calculus methods, reversal distances, constant-acceleration stages and shared-clock particle meetings. Six Momentum lessons cover both section 4.3 requirements, including signed system totals, conservation assumptions, outgoing velocities, coalescence, unknown masses and successive impacts. Four diagrams show system momentum through the stipulated events, and supplied kinetic-energy checks distinguish conservation of momentum from changes in kinetic energy. Twelve Newton’s laws lessons cover all four section 4.4 requirements, with vertical support and release stages, rough horizontal and incline motion, inferred parameters, hanging and surface pulley systems, rigid tow-bar thrust and slack-string transitions. Seven force diagrams support the separate-particle balances. Nine Energy, work and power lessons cover all five section 4.5 requirements, with angle-dependent work, kinetic and reference potential energy, signed net-work balances, smooth curved slides, rough and driven slopes, ideal connected-system energy and instantaneous power on hills. Five diagrams distinguish the energy inputs, losses and valid positive-speed force model. All five Mechanics sections now have teaching and staged practice linked to their mapped requirements. Thirteen Representation of data lessons cover all five section 5.1 requirements, including choice and limitations of displays, ordered and back-to-back stems, raw summaries and box plots, unequal-width density histograms, cumulative-frequency interpolation, descriptive moment calculations, grouped estimates, coding, combining two datasets and correcting totals. Six accessible diagrams retain repeated observations and distinguish numerical spread, frequency area and estimated readings. Ten Permutations and combinations lessons cover both official section 5.2 requirements, with selection and ordered roles, repeated objects, adjacency blocks, non-adjacency gaps, leading-zero cases, labelled multi-row seating and mixed restrictions. Six accessible diagrams show outcome trees, ordered versus unordered choices, repeated copies, blocks, gaps and distinct row seats. Eleven Probability lessons cover all four section 5.3 requirements, with equiprobable elementary outcomes, selection-based probabilities, complements and disjoint regions, independence tests, restricted sample spaces, two-way tables, replacement and removal trees, reversed conditions and unknown parameters. Seven accessible diagrams show dice outcomes, random subsets, event regions, a conditioned grid, a count table and two probability trees. Twelve Discrete random variables lessons cover all three official section 5.4 requirements, with complete probability tables, moment and parameter checks, binomial assumptions, exact probabilities and moments, geometric first-success probabilities, tails, expectation and integer reliability thresholds. Six accessible diagrams distinguish outcome grouping, weighted moments, fixed trials, discrete probability bars, waiting conventions and integer tail deadlines. Twelve Normal distribution lessons cover all three official section 5.5 requirements, with continuous-area interpretation, MF19 cumulative tables, full standardisation, tail and interval regions, conditional probabilities, percentiles, one- and two-parameter inference, binomial suitability, continuity corrections and approximate integer thresholds. Seven accessible diagrams show model areas, table reading, aligned scales, intervals, quantiles, matched binomial and normal shapes and whole integer cells. All five Statistics 1 sections now have teaching and staged practice linked to their mapped requirements. Fourteen Poisson distribution lessons cover all five official section 6.1 requirements, with homogeneous event-count assumptions, exposure scaling, exact masses and tails, conditional count events, moments, parameter inference, probability duration targets, disjoint and overlapping windows, rare-count binomial approximations, matched normal approximations and continuity corrections. Nine accessible diagrams show event exposures, unit conversions, discrete bars, complete tail complements, population moments, shared windows, approximate count models and integer cells. Exact checks distinguish approximate and exact close-target decisions. Fourteen Linear combinations lessons cover the six listed results in official section 6.2, with affine moments, signed scales and constant cases, expectation without independence, independent squared variance contributions, fixed and random fees, independent copies versus reused values, affine normal events, independent normal sums and differences, weighted and conditional areas, coefficient inference, exact independent Poisson sums and overlapping exposure limits. Nine accessible diagrams distinguish scale changes, variance contributions, component costs, copy mechanisms, aligned normal scales, summed areas, Poisson count pairs and unsupported distribution claims. Fourteen Continuous random variables lessons cover both official section 6.3 requirements, with density validity and units, support-aware intervals, complements and conditional regions, first and second moments, percentiles by direct density areas, symmetry checks, parameter inference, infinite-support power and exponential integrals, divergent-moment limits and combined applications. Nine accessible diagrams distinguish density height from probability, normalisation, negative-density failures, central and conditional areas, mean versus median, percentile locations and partial infinite tails. Explicit cumulative distribution function knowledge is not required. Eighteen Sampling and estimation lessons cover all eight official section 6.4 requirements, with population and frame definitions, random-number selection, sampling-quality limits, independent sample-mean moments, normal means, CLT conditions, SE scaling, raw, summarised and coded unbiased estimates, known-variance and large-sample mean intervals, repeated-sampling interpretation, precision planning, proportion intervals, sparse-outcome limits and contextual applications. Ten accessible diagrams distinguish selection frames, number rejection, repeated sample means, population versus mean density, CLT models, variance divisors, interval targets, illustrative coverage, integer size checks and proportion margins. Eighteen Hypothesis tests lessons cover all five official section 6.5 requirements, with pre-specified alternatives, inclusive count tails, explicit equal-tail conventions, integer critical regions and actual significance, exposure-aware Poisson tests, continuity-corrected count approximations, normal and large-sample mean tests, confidence-interval connections, error classifications, fixed-region binomial, Poisson and normal error probabilities and sample-size power comparisons. Nine accessible diagrams show the testing procedure, exact count regions, unequal Poisson tails, discrete significance jumps, corrected count boundaries, matching mean intervals and alternative error distributions. All shared lessons are counted once in the course total. All 38 sections now link teaching and practice. Eight earlier overview lessons remain available, but do not count as full section coverage. This is a content-availability measure, not full programme completion or exam readiness. Written practice is self-checked, not officially marked. Check the 2028–2030 syllabus separately if sitting an examination from 2028; this teaching map uses 2026–2027 requirements.

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