# Expected value for product of three dependent random vars

1. Feb 13, 2015

### hllee

This was posted on a closed thread a while back without a real answer:

While the two-variable case is easy enough: E[X⋅Y]=Cov[X,Y]+E[X]⋅E[Y]
Does anybody know how to express the product of THREE dependent RVs? In other words, given three RV called X, Y, and Z, I want to derive:

E[X⋅Y⋅Z]=... ?

2. Feb 13, 2015