Is $E[X E[Y]] = E[X] E[Y]$? Even when $X$ and $Y$ are not independent? I am confused...
I thought that when they are independent, $E[XY] = E[X]E[Y]$. And then above sentence makes sense.
But does it still make sense when they are not independent?
Is $E[X E[Y]] = E[X] E[Y]$? Even when $X$ and $Y$ are not independent? I am confused...
I thought that when they are independent, $E[XY] = E[X]E[Y]$. And then above sentence makes sense.
But does it still make sense when they are not independent?
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For every random variable and real number $a$, $E[aX]=aE[X]$. Apply with $a=E[Y]$.