Problem: Expected value of X’Y
Problem
X,Y are n×1 independent random vectors with expected values μ_X and μ_Y respectively. Show that
E\left( X'Y \right)=E{\left( X \right)}'E\left( Y \right)=μ'_Xμ_Y
Problem
X,Y are n×1 independent random vectors with expected values μ_X and μ_Y respectively. Show that
E\left( X'Y \right)=E{\left( X \right)}'E\left( Y \right)=μ'_Xμ_Y