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Calculation of expected value of 2RVs

  1. Mar 31, 2014 #1
    Hello, i was wondering if the following is correct:

    The expected value of (a*x+b*x*y)/(c*y) given that a,b,c are positive constants and x,y are positive random variables is:

    ∫∫(a*x+b*x*y)/(c*y)*f_{x}(x)*f_{y}(y)dydx (where f_{z}(.) is the PDF of z).

    Thank you in advance.
     
  2. jcsd
  3. Mar 31, 2014 #2

    mathman

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    It is correct as long as x and y are independent.
    If not you need g(x,y) as the joint density not fx(x)fy(y).
     
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