Question: Let X and Y be independent random variables with E|X| < and E|Y | < . Show that E|XY | < and E(XY
Let X and Y be independent random variables with E|X| < ∞ and E|Y | <
∞. Show that E|XY | < ∞ and E(XY ) = E(X)E(Y ). (2.74)
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