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Expected value for product of three dependent random vars

  1. Feb 13, 2015 #1
    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. jcsd
  3. Feb 13, 2015 #2
    This is member introductions. Please post in the correct forum.
     
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