Solution: 2017 Winter Final - 23
Author: Michiel SmidQuestion
Is the following statement true or false?
For any two random variables $X$ and $Y$, $\mathbb{E}(X \cdot Y) = \mathbb{E}(X) \cdot \mathbb{E}(Y)$.
(a)
None of the above.
(b)
The statement is true.
(c)
The statement is false.
Solution
The answer is that it’s cap. Linearity of expectations only works on addition and subtraction.
I call \cap on multiplication and division