Given a positive integer $k$, is there a positive real number $c(k)$ such that $\mathbb{E}\left(\Pi_{i=1}^k X_i\right)\geq c(k)$ for any $k$-random variables $X_1,X_2,...,X_k$ which all have the uniform distribution over $[0,1]$? What's the optimal value of $c(k)$? It's known that $c(2)=\frac{1}{6}$.
The expected value of product of random variables which have the same distribution but are not independent
fengzju
- 99
- 2