Hi,
I am interested in the following expression and conditions under which it
equals 0:
E(x*y*z) where x,y and z are random variables and E(.) denotes expectation.
Here, x and y have mean 0 and the correlation between x and y is also zero.
Are these two conditions *sufficient* to ensure that E(x*y*z) = 0?
Numerical tests that I made in S-Plus seem to indicate that the 2 conditions
are sufficient but without a formal proof, I'm not sure the result holds
everytime.
If yes, is the correlation condition necessary?
Thank you,
Patrick
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