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Let $X = (X_1,\dotsc, X_n)$ be a random vector distributed as a multivariate Gaussian with mean $0$ and covariance $\Sigma$. What is $\mathbb{E}[X_1\dots X_n]$?

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  • $\begingroup$ Why is it downvoted :(? $\endgroup$ – user2808118 Apr 24 '15 at 11:05
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    $\begingroup$ Probably because the question shows little effort on your part. For example; what do you think, what was your attempt, what do you not understand etc...? $\endgroup$ – Autolatry Apr 24 '15 at 11:08
  • $\begingroup$ I don't know how to start. For one dimensional, a simple change of variables does the trick. $\endgroup$ – user2808118 Apr 24 '15 at 11:22

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