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Two random variables, Y and Z, have a joint distribution, with means my, mz, finite variances ov, 02, respectively. p is the correlation coefficient between

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Two random variables, Y and Z, have a joint distribution, with means my, mz, finite variances ov, 02, respectively. p is the correlation coefficient between Y and Z. To E(Z | Y) can be represented as a linear function of Y, we have E( ZY) = mz +P OZ (Y - my) OY E[Var(Z | Y)] = 02(1 - p2) Please prove above

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