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)?

Answer 1

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

Answer 2

yes, its for independent random variables.

Answer 3

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.

Answer 4

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

Answer 5

thanks

Answer 6

yw