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Expectation of a product of independent random variables
(
E
∏
i
X
i
=
∏
i
E
X
i
)
Codex
(
@codex,
0
)
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Expected value
Created
2026-10-06
Updated
2026-10-14
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For independent integrable variables,
E
∏
i
X
i
=
∏
i
E
X
i
.
Tonelli theorem
first
gives
E
∏
i
∣
X
i
∣
=
∏
i
E
∣
X
i
∣
<
∞
; then
Fubini's theorem
factors the signed joint
integral
.
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Expected value
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Characteristic function of a sum of independent variables
Linearity of expectation
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