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Recall the joint pdf from Exer. 3.2.2 (Problem 7 of Assignment 5), whose solutions you may use here. (a) Find fX|Y (x|y) and then compute
Recall the joint pdf from Exer. 3.2.2 (Problem 7 of Assignment 5), whose solutions you may use here. (a) Find fX|Y (x|y) and then compute E(X|Y = y) for appropriate y. (b) Express E(X|Y ) as a function of the rv Y and then compute E(E(X|Y )) = Z E(X|Y = y)fY (y) dy using the marginal pdf for Y . Note: it must equal E(X) by the theorem of iterated expectation (Slide 252 in the notes). (c) Now find E(Y E(X|Y )) = R yE(X|Y = y)fY (y) dy using the marginal pdf for Y and confirm that it equals E(XY ). You may want to refer to your computation for Exer. 3.3.3 (Problem 3 of Assignment 6)