(e) Find E(Y|X = :15), the conditional expectation of Y given X. Give an intuitive explanation for this expression. (f) From this result, what is My?...
Let f(x,y)=2x, 0≤x≤1, x≤y≤x+1, be the joint pdf of X and Y. Please answer the following questions in details.
(e) Find E(Y|X = :15), the conditional expectation of Y given X. Give an intuitiveexplanation for this expression. (f) From this result, what is My? (Hint: use the formula of the least-squares regressionline) (g) Find fy(y), the marginal p.d.f of Y. Be sure to give its support.(h) What is Var(Y)? (i) From the last result, what is Cov(X , Y)? (you can check by direct computationfrom the joint distribution but this is not what is expected) (j) What is then the correlation coefficient p XX?
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