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Math Help - Covariance

  1. #1
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    Covariance

    What is Cov(f(X),X) , with f a given function and X a random variable?
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  2. #2
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    I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]
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  3. #3
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    Quote Originally Posted by batman View Post
    I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]
    E[X f(X)] = \int_{-\infty}^{+\infty} x f(x) \, g(x) \, dx where g(x) is the pdf of X.
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