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February, 1977 An Unexpected Expectation
Gordon Simons
Ann. Probab. 5(1): 157-158 (February, 1977). DOI: 10.1214/aop/1176995902

Abstract

It is shown that, while the value of the expectation $E(X + Y)$ always depends on the random variables $X$ and $Y$ only through their marginal distributions, the same kind of statement cannot be made for $E(X + Y + Z)$.

Citation

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Gordon Simons. "An Unexpected Expectation." Ann. Probab. 5 (1) 157 - 158, February, 1977. https://doi.org/10.1214/aop/1176995902

Information

Published: February, 1977
First available in Project Euclid: 19 April 2007

zbMATH: 0362.60034
MathSciNet: MR436268
Digital Object Identifier: 10.1214/aop/1176995902

Subjects:
Primary: 60E05

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 1 • February, 1977
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