Let : RR. Let X, Y be independent random variables. For each x ER define Q(x, A) = P[p(x, y) = A]. Show P[0(X,
Let : RR. Let X, Y be independent random variables. For each x ER define Q(x, A) = P[p(x, y) = A]. Show P[0(X, Y) E A|X] = Q(X, A) almost surely. Now assume is either bounded or non-negative. If h(x := E((x, Y)), then E ((X, Y)|X) = h(X), almost surely.
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Proof Let A be a Borel set of R We have PpXY A EPpXYAX By Law of total Probability EQXAX By definiti...
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Authors: larry e. rittenberg, bradley j. schwieger, karla m. johnston
6th Edition
9780324645095, 324645090, 978-0324375589
