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Expected Value Independence

oyth94

Member
Jun 2, 2013
33
Hi I know this may be a silly question but i am doubting myself on how i did this question:

Suppose X and Y are independent, with E(X) = 5 and E(Y) = 6. For each of the following variables Z, either compute E(Z) or explain why we cannot determine
E(Z) from the available information:
Z = (2+X)(3X + 4Y)= 6X + 8Y + 3X^2 + 4XY

So I did E(Z= 6X + 8Y+ 3X^2 + 4XY) = 6E(X) + 8E(Y) + 3E(X^2) + 4E(X)(Y)
Im not sure if i am on the right track so far (ie i just have to plug in E(X) and E(Y) to find E(Z)
but doesnt this require some integrals since it is in the absolute continuous case? Otherwise if we plug it in isn't it not independent because the answer doesnt equal to E(XY)?
 

chisigma

Well-known member
Feb 13, 2012
1,704
Re: expected value independence

The problem is that You know $E\{X\}$ and $E\{Y\}$, that X and Y are independent and nothing else. That permits You to find $E\{X Y\}$ but for $E\{X^{2}\}$ You have to know $\text{Var} \{X\}$ and apply the identity $\text{Var} \{X\} = E \{X^{2}\} - E^{2} \{X\}$... Kind regards $\chi$ $\sigma$