ThmDex – An index of mathematical definitions, results, and conjectures.
P3843
By uncorrelatedness and by result R5284: Expectation of a Bernoulli random boolean number, we have \begin{equation} \mathbb{E} \prod_{n = 1}^N X_n = \prod_{n = 1}^N \mathbb{E} X_n = \prod_{n = 1}^N \theta_n \end{equation} Since also \begin{equation} N^{- N} = \left( \frac{\sum_{n = 1}^N \theta_n}{N} \right)^N \end{equation} then this result is a special case of R5182: Tight upper bound to a finite product of unsigned real numbers. $\square$