Giving that X₁.X₂..., X are N random variable with

Last updated: 8/6/2022

Giving that X₁.X₂..., X are N random variable with expectation value X₁X₂...XN, respectively. Assuming that fx₁x₂....xn(x₁ x₂ .....xn is the joint density function of N random variables. Find the expectation of new random variable, X given by X = g(X₁, X₂,.....XN) = Σ a₁x₁ Hint: you can use concept of marginal probability of k-dimensional RVs with k = 1.