November 22nd, 2008, 08:59 PM
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 | Flow Master | | Join Date: Dec 2007 Location: Zeitgeist
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Quote:
Originally Posted by solskjaer  Z~N(0,1), Let X1=Z, X2=Z^2, find cov(X1,X2).
Cov(X1,X2)= E(X1*X2)-E(X1)E(X2)= E(Z^3)-E(Z)E(Z^2)= E(Z^3)
bcoz E(Z)=0, does it mean E(Z^n)=0 ??? anyone can explain ?? thanx | Let  be the pdf of Z.
Then  because  is an odd function.
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