Expectation of Product of three RVs

  • #1
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We have three Random variable or vector A,B,C. Condition is A & B are independent as well as B & C are independent RVs . But A & C are the same random variable with same distribution . So How can determine E{ABC}. Can I write this E{ABC}= E{AE{B}C}?
 
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  • #2
dubeypuja said:
But A & C are the same random variable

So isn't [itex]\mathbb{E}(ABC) = \mathbb{E}(A^2B) = \mathbb{E}(A^2)\mathbb{E}(B)[/itex]?
 
  • #3
Do you mean that A and C always have the same value or that they are two distinct, independent, identically distributed random variables?
 
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