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Simple question about expected value 
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#1
May310, 06:50 AM

P: 127

Hello,
Just came across this that: E[cos(t)sin(t)] = 0 the expected value of the product of cos(t)sin(t) is 0. However, I am unable to convince myself that is the case. Can anyone help me understand why this is so? Many thanks, Luc 


#2
May310, 08:27 AM

P: 607

I suppose the probability space is [itex][0,2 \pi)[/itex] with normalized Lebesgue measure? In that case, what it means is
[tex] \frac{1}{2\pi}\int_0^{2\pi} \sin(t) \cos(t)\,dt = 0 [/tex] 


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