What would be the $\mathbb{E}[x_ix_j]$ while $x_i,x_j \sim X$
where $x_i$ and $x_j$ are independent and X have finite moments.
What would be the $\mathbb{E}[x_ix_j]$ while $x_i,x_j \sim X$
where $x_i$ and $x_j$ are independent and X have finite moments.
Copyright © 2021 JogjaFile Inc.
Suppose the sampled distribution has mean $\mu$ and variance $\sigma^2$, and distinct samples are uncorrelated. In terms of the Kronecker delta, $$\Bbb E[x_ix_j]=\Bbb E[x_i]\Bbb E[x_j]+\operatorname{Cov}[x_i,\,x_j]=\mu^2+\sigma^2\delta_{ij}.$$