Category:Expectation of Product of Independent Random Variables is Product of Expectations
Jump to navigation
Jump to search
This category contains pages concerning Expectation of Product of Independent Random Variables is Product of Expectations:
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $X$ and $Y$ be non-negative real-valued random variables that are independent.
Then:
- $\expect {X Y} = \expect X \expect Y$
Pages in category "Expectation of Product of Independent Random Variables is Product of Expectations"
The following 2 pages are in this category, out of 2 total.