Assume we have three independent random variables A, B and C. The distribution for A,B and C are known(In this case just assume they are all beta distribution with different parameters). I want to calculate the expectation of E(A∩B∩C).
Is this equation E(A∩B∩C)= E(A)E(B)E(C) true or false ?.
Is the expectation E(A∩B∩C) mean same as E(A and B and C) ? Please let me know if I'm right.