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Expectations of Joint Distribution.

  1. Apr 25, 2012 #1
    How would you work out E[XY] where X,Y are dependant variables in a Joint Distribution.

    I know there is a relationship with the conditional distributions but I can't understand the logic behind it, hence am hoping someone here can give me directions to work out this expectation.(I don't just want a formulae, I want the idea behind it)
     
  2. jcsd
  3. Apr 25, 2012 #2

    mathman

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    If you have the joint distribution, then E(XY) = integral of (xy multiplied by the joint density).
     
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