Let X, Y, and Z = E[X|Y] be as in Example 5.11. Let also V =Var(X|Y). a.
Question:
Let X, Y, and Z = E[X|Y] be as in Example 5.11. Let also V =Var(X|Y).
a. Find the PMF of V .
b. Find EV.
c. Check that Var(X) = E(V )+Var(Z).
Example 5.11:
Consider two random variables X and Y with joint PMF given in Table 5.2. Let Z = E[X|Y].
Transcribed Image Text:
X = 0 X=1 Y = 0 16 25 Y=1 235 0
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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