Variables and normal distributions

ebrattr · Apr 4, 2013

Hi everyone,
I would like to know if this stament is true or not. I have two variables [itex]u,v[/itex] both of them distributed as normal distribution with mean 0 and variance [itex]a^2[/itex]. Is it true that the expected value of [itex]uv[/itex] is [itex]a^2[/itex] ?
Thanks

mfb · Apr 4, 2013

If u and v are independent, this is not true.
Just consider the symmetry of the system.

ebrattr · Apr 4, 2013

Yeahhh... its cero. Thanks.

Variables and normal distributions

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