Exercise 6.1.2 Prove that if E[ X |Y = y ] = E[ X] for all realizations
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Exercise 6.1.2 Prove that if E[ X |Y = y ] = E[ X] for all realizations y, then X and Y are uncorrelated. (Hint: Use the law of iterated conditional expectations.)
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Related Book For
Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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