Problem: Expected value of X’Y
Problem
X,Y are n×1 independent random vectors with expected values μX and μY respectively. Show that
E(X′Y)=E(X)′E(Y)=μ′XμY
Problem
X,Y are n×1 independent random vectors with expected values μX and μY respectively. Show that
E(X′Y)=E(X)′E(Y)=μ′XμY