Linearity of expectation和LOTUS这俩用到的证明思路类似：

Linearity of expectation 🔗

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References: (reading in the following order is highly recommended)
[1] Harvard Statistics110 Lecture 10: 5-11min
[2] Harvard Statistics110 Lecture 14: 42-48min
[3] Standford CS109 Lecture 06, 2020