Hello all;
I have a question about expected value of multiplicative of two random
variables. If you could help me or suggest a reference i would realy
appreciate for it.
The problem is : t is random variable with mean zero and finite variance,
v1
e is random variable with mean zero and finite variance,
v2
What is E(t^2*e)
E(e^2*T) and E(t^2*e^2), where E is expectation ?
Note that t and e is dependent. Is there any way to write these spression
interms of variance and covariance , without assuming specific
distribution, or assuming a distribution function. I am new in this area
and do not know how to solve it.
Murat Isik
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