Recent content by commish

I'm not sure if I interpreted you correctly. First, I expanded the original equation: E(XV) &=& COV(X, V) + E(X) \cdot E(V) \\ to get E(XV) &=& E[(X-E(X)) \cdot (V-E(V))] + E(X) \cdot E(V) \\ . From here, I substituted YZ for V: E(XYZ)&=& E[(X-E(X)) \cdot (YZ-E(YZ))] +...

Hi, I want to derive an expression to compute the expected value for the product of three (potentially) dependent RV. In a separate thread, winterfors provided the manipulation at the bottom to arrive at such an expression for two RV. Does anybody have any guidance on how I can take this a...

Is anybody familiar with how this problem generalizes to multiple random variables? As a steppingstone, is there a formula for three random variables X, Y, and Z such that: E[XYZ] = E[X] * E[Y] * E[Z] + [term involving covariances] Thanks for your help!