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
\[E\left( X'Y \right)=E{\left( X \right)}'E\left( Y \right)=μ'_Xμ_Y\]