Thread: Covariance
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Old October 14th, 2008, 04:46 AM
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Quote:
Originally Posted by batman View Post
I mean is there a way to rewrite this, or a way to rewrite E[F(X)*X]
E[X f(X)] = \int_{-\infty}^{+\infty} x f(x) \, g(x) \, dx where g(x) is the pdf of X.
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