Question: Let X and Y have the joint density f x, y 3 2 x2 y2 on 0 x

Let X and Y have the joint density f

¡

x, y

¢

Æ 3 2

¡

x2 Å y2¢

on 0 · x · 1, 0 · y · 1. Compute the coefficients of the best linear predictor Y Æ ®Å¯X Åe. Compute the conditional expectationm(x) Æ

E[Y j X Æ x] . Are the best linear predictor and conditional expectation different?

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