My question is the following:
Given two generic R.V. $X$ and $Y$, is there any closed form formula for the relationship between the conditional expectation $E(X|Y)$ and the expectation of the product of the two R.V. $E(XY)$?
In particular, if $E(X|Y)=0$ could I conclude that $E(XY)=0$, as well? If not, what are the additional assumptions needed in order to say that if $E(X|Y)=0$ than $E(XY)=0$? Thank you.
$E(XY)=E(E(XY|Y)=E(YE(X|Y))=0$ provided $XY$ has finite expectation.