Exercise 3.1. Let X,Y € L'(N, F,P) be two independent random variables. Show that their pointwise product XY E L'(N) and E(XY) = E(X)E(Y). Hint. Follow the standard procedure.

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Exercise 3.1. Let X,Y e L'(N, F,P) be two independent random variables. Show
that their pointwise product XY € L'(N) and E(XY)=E(X)E(Y).
Hint. Follow the standard procedure.
Transcribed Image Text:Exercise 3.1. Let X,Y e L'(N, F,P) be two independent random variables. Show that their pointwise product XY € L'(N) and E(XY)=E(X)E(Y). Hint. Follow the standard procedure.
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