In article <[EMAIL PROTECTED]>,
murat isik <[EMAIL PROTECTED]> wrote:
>Is there any book or aticle explaning how to take the multiplicative of
>two nonlinear random variables without assuming independence?
I suspect that there is a small problem with language; this
is not a reason to criticize.
If the question is how to find the expected value of the
product of random variables without independence, or at
least lack of correlation, the answer is that it cannot
possibly be done. The covariance is added on to the product
of the expectations.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
