 Expectation of a product of independent random variables

ID: expectation-of-a-product-of-independent-random-variables

For independent integrable variables,

E \prod_{i} X_{i} = \prod_{i} E X_{i}

E \prod_{i} ∣ X_{i} ∣ = \prod_{i} E ∣ X_{i} ∣ < \infty

; then Fubini's theorem factors the signed joint integral.

 New to topics? Read the docs here!