Thank you very much Andrew for your reply, I thought at this possibility before sending the post but my reasoning was:
If cor(x,y)=0, it implies that cov(x,y)=0 => E[(x-mean(x))(y-mean(y))]=0 but if mean(x)=mean(y)=0, then E[xy]=0. So if z=x*y, E[z]=E[xy]=0, isn't it? Am I wrong? Patrick "Andrew Schulman" <[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > > 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? *********************** > > No. Example: let Z=X*Y. > > -- > To reply by e-mail, change "deadspam" to "home" ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
