I have two random variables X and Y, and I need to calculate E(XY). The expectation of X, E(X) = aZ, and the expectation of Y, E(Y) = bZ, where a and b are known constants and Z is a random variable. So the question is how would I calculate E(XY)? I was thinking that I could do the following: E(XY) = E(aZ,bZ) => E(XY) = ab*E(ZZ) => E(XY) = ab*E(Z^2) Is it correct to do this?? or how would I do it?