Expected value of multiplication of two indicator random variables?
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I found the following statement in a book:
When $k neq j$ , the variables $X_ij$ and $X_ik$ are independent, hence
$E[X_ijX_ik] = E[X_ij]E[X_ik]$
where E is the expected value. Can anyone explain why this property applies and what would be the affect if $k = j$.
random-variables expectation
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up vote
-1
down vote
favorite
I found the following statement in a book:
When $k neq j$ , the variables $X_ij$ and $X_ik$ are independent, hence
$E[X_ijX_ik] = E[X_ij]E[X_ik]$
where E is the expected value. Can anyone explain why this property applies and what would be the affect if $k = j$.
random-variables expectation
add a comment |Â
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
I found the following statement in a book:
When $k neq j$ , the variables $X_ij$ and $X_ik$ are independent, hence
$E[X_ijX_ik] = E[X_ij]E[X_ik]$
where E is the expected value. Can anyone explain why this property applies and what would be the affect if $k = j$.
random-variables expectation
I found the following statement in a book:
When $k neq j$ , the variables $X_ij$ and $X_ik$ are independent, hence
$E[X_ijX_ik] = E[X_ij]E[X_ik]$
where E is the expected value. Can anyone explain why this property applies and what would be the affect if $k = j$.
random-variables expectation
asked Aug 6 at 16:03
Jot Waraich
104
104
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1 Answer
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We need to know how the $(X_ij)$ are defined to answer properly but you must know that for two indépendant variables, the expectation of the product is the product of the expectations.
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
3
down vote
accepted
We need to know how the $(X_ij)$ are defined to answer properly but you must know that for two indépendant variables, the expectation of the product is the product of the expectations.
add a comment |Â
up vote
3
down vote
accepted
We need to know how the $(X_ij)$ are defined to answer properly but you must know that for two indépendant variables, the expectation of the product is the product of the expectations.
add a comment |Â
up vote
3
down vote
accepted
up vote
3
down vote
accepted
We need to know how the $(X_ij)$ are defined to answer properly but you must know that for two indépendant variables, the expectation of the product is the product of the expectations.
We need to know how the $(X_ij)$ are defined to answer properly but you must know that for two indépendant variables, the expectation of the product is the product of the expectations.
answered Aug 6 at 16:10
Pjonin
3206
3206
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add a comment |Â
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