Is there a way to simplify an equation with expected values without explicitly calculating them? For example, let X, Y be two dependent random variables. My equation is: from sympy.stats import E E(X + E(X*Y) + 2*X - Y) The answer I would like to obtain is: 3*E(X) + E(X*Y) - E(Y) If I define the variables (for example as standard normal) I just get an exact value, and on the other hand, if I define X and Y as symbols, the equation will be simplify using E(X) = X, , which is of course not correct. I believe the answer is simple, but I am new to SymPy and would be grateful for any help. Continue reading...
