Additive Property of Cube Root Expectation

Abstract

In a recent study, one concept of expectation termed as cube root expectation had been introduced and its definition was formulated in the case of random variables (both discrete and continuous). One property of this expectation, termed here as additive property of cube root expectation, has here been derived in the case of random variable and in the case of function of random variable. This article describes the derivation of this property.