- #1

- 5

- 0

how do you find E(XY),

i know the formula...g(x,y)fxy(x,y)dydx

but i dont know what 'g(x,y)' represents and the limits to use??

- Thread starter hoddo
- Start date

- #1

- 5

- 0

how do you find E(XY),

i know the formula...g(x,y)fxy(x,y)dydx

but i dont know what 'g(x,y)' represents and the limits to use??

- #2

matt grime

Science Advisor

Homework Helper

- 9,395

- 3

[tex]\mathbb{E}(g(X,Y)):= \int g(x,y)f(x,y)\mathrm{d}x\mathrm{d}y[/tex]

with the integral being taken over the whole of the probability space of X and Y.

So here, g(X,Y) is XY, and the limits are given to you: 0<y<x<1.

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