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I have twojointly normal variables X and Y with mean both zeros and variances $\sigma^2_{X}$ and $\sigma^2_{Y}$ separately, the covariance is $\sigma_{XY}$. Now I want to calculate the expected value of $Z=X*Y^{2}$, $E(Z)$. Any ideas?
Thanks.
I have two normal variables X and Y with mean both zeros and variances $\sigma^2_{X}$ and $\sigma^2_{Y}$ separately, the covariance is $\sigma_{XY}$. Now I want to calculate the expected value of $Z=X*Y^{2}$, $E(Z)$. Any ideas?
Thanks.
I have twojointly normal variables X and Y with mean both zeros and variances $\sigma^2_{X}$ and $\sigma^2_{Y}$ separately, the covariance is $\sigma_{XY}$. Now I want to calculate the expected value of $Z=X*Y^{2}$, $E(Z)$. Any ideas?
Expected values of (X*Y^2) when X and Y are dependent normally distributed RVs
I have two normal variables X and Y with mean both zeros and variances $\sigma^2_{X}$ and $\sigma^2_{Y}$ separately, the covariance is $\sigma_{XY}$. Now I want to calculate the expected value of $Z=X*Y^{2}$, $E(Z)$. Any ideas?
