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February 21st, 2016, 07:39 PM   #1
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Expected Value, Difficulty with Notation in Text

In Shelton M Ross, Introduction to Prob Models 11th edition, I am in 2.5.3, reading about Covariance.


$\displaystyle E[XY] = \sum xyp(x,y)$?

Thank you for any help.
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February 21st, 2016, 10:56 PM   #2
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Yes, I think so, by the definition of expected value (though that's not the covariance).
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February 22nd, 2016, 10:36 AM   #3
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Given any function, f, of the random variables, x, y, with probability given by p(x,y), the "expected value of f" is where the sum is over all values of x and y.
(This is assuming discrete variables, taking either finite or countable variables. If the variables are continuous, .)
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