Recent content by quema

Hi, If X and Y are two random variables. Let Z=max\left\{{X,Y}\right\}. Can I write: E(X-Y)max\left\{{X,Y}\right\}=E(X-Y)X1_{\left\{{X\geq{}Y}\right\}}+E(X-Y)Y1_{\left\{{X\leq{}Y}\right\}} Do I need to assume that both random variables are independent? Thanks.