Is the supremum of a linear function analogous to the expected value?
I’m reading an intro text on real analysis and I stumbled across a connection. Say I have a set X with a multiplicative left coset and additive right coset, aX + b.
Then sup(aX + b) = asupX + b, right? This is the same for expected value of a random variable. E[aX + b] = aE[x] + b.
Does this have any meaning or is it just a coincidence? Can I even define such a coset aX + b? (Am I even allowed to call it a “coset”?)