I have two random variables, say $X$ and $Y$ which are not correlated. then $$|E[XY]|$$is greater, equal or less than $$E[|XY|]?$$
2026-04-01 08:07:59.1775030879
expected value of two multiplying random variables
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Jensen's inequality states that for any integrable random variable $Z$ the inequality $|E[Z]| \le E[|Z|]$ holds.