calculation of expected value of 2RVs

lundi 31 mars 2014

Hello, i was wondering if the following is correct:



The expected value of (a*x+b*x*y)/(c*y) given that a,b,c are positive constants and x,y are positive random variables is:



∫∫(a*x+b*x*y)/(c*y)*f_{x}(x)*f_{y}(y)dydx (where f_{z}(.) is the PDF of z).



Thank you in advance.





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