Are there any random variables so that $\mathrm{E}[XY]$ exists, but $\mathrm{E}[X]$ or $\mathrm{E}[Y]$ doesn't?
Are there any random variables so that $\mathrm{E}[XY]$ exists, but $\mathrm{E}[X]$ or $\mathrm{E}[Y]$ doesn't?
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probability
random
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1What about a trivial case where $X=0$ and $Y$ has no expected value? – 2011-04-09
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2Do you know someone called Tzwick who just asked "Are there any random variables so that E[X] and E[Y] exist but E[XY] doesn't?" – 2011-04-09
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0@Henry: the provided e-mails are the same and both are unregistered. I've merged the accounts. @Tzwick: to stop from making more duplicate accounts, please register your account. – 2011-04-09