If A and B are independent show that:

$\displaystyle E[AB]=E[A]E[B]$

Note: A and B are discrete random variables

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- Aug 2nd 2010, 08:20 PMacevipaProving expected value formula
If A and B are independent show that:

$\displaystyle E[AB]=E[A]E[B]$

Note: A and B are discrete random variables - Aug 2nd 2010, 08:23 PMpickslides
Read this guy http://www.cs.princeton.edu/courses/...ance-notes.pdf

- Aug 2nd 2010, 08:29 PMacevipa
Thanks. That was actually pretty straightforward