I have a question on expected values.

@satellite73

can you break up a expected value of a product into a product of expected values

for example

E(a*b) = E(a)*E(b)?

Question

I have a question on expected values. 

@satellite73 

can you break up a expected value of a product into a product of expected values

for example

E(a*b) = E(a)*E(b)?

anonymous · Answer

off the top of my head i would say no, 
maybe if they are independent

anonymous · Answer

yes, its for independent random variables.

anonymous · Answer

yeah, I guess that would make sense, because the expected value is based on the probability and the density functions of the two independent random variables which don't affect one another.

anonymous · Answer

in fact i know it is false in general, true if they are independent

anonymous · Answer

thanks

anonymous · Answer

yw