# Covariance between a variable and an interaction variable

by Gilean0709   Last Updated July 28, 2015 13:08 PM

If I have two independent variables $X$ and $Y$, then $Cov(X,Y)=0$. Now let $Z = X*Y$. Then I would assume $Cov(X,Z)\ne 0$, but given the expecations, variances and covariances of $X$ and $Y$ is there are formula I can use to calculate how big it should be?

Tags :