Suppose X and Y are r.v.(adsbygoogle = window.adsbygoogle || []).push({});

Suppose also that we get N samples of a r.v. Z which depends on X and Y. That is Z=g(X,Y).

Which is a better estimate of the true value of Z?

[itex]Z=E[g(X,Y)][/itex]

or

[itex]Z=g(E[X],E[Y])[/itex]

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# G(E[X],E[Y]) or E[g(X,Y)]

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