Expectation of Product of three RVs

Join the discussion
Registration is free. Ask a follow-up in this thread, or start your own.
2 replies · 2K views
dubeypuja
Messages
1
Reaction score
0
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}?
 
Physics news on Phys.org
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]?
 
Do you mean that A and C always have the same value or that they are two distinct, independent, identically distributed random variables?
 
  • Like
Likes   Reactions: Office_Shredder