An Unexpected Expectation
Simons, Gordon
Ann. Probab., Tome 5 (1977) no. 6, p. 157-158 / Harvested from Project Euclid
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It is shown that, while the value of the expectation $E(X + Y)$ always depends on the random variables $X$ and $Y$ only through their marginal distributions, the same kind of statement cannot be made for $E(X + Y + Z)$.
Publié le : 1977-02-14
Classification:  Expectation,  marginal distributions,  joint distribution,  60E05 
@article{1176995902,
     author = {Simons, Gordon},
     title = {An Unexpected Expectation},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 157-158},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995902}
}

Simons, Gordon. An Unexpected Expectation. Ann. Probab., Tome 5 (1977) no. 6, pp.  157-158. http://gdmltest.u-ga.fr/item/1176995902/