Question: If X and Y have a joint bivariate normal distribution, show that V[E[YX]] V[Y]

If X and Y have a joint bivariate normal distribution, show that

V[E[Y\X]] V[Y]

V[E[Y\X]] V[Y]

Step by Step Solution

★★★★★

3.44 Rating (160 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

VEYX V... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Probability With Applications Questions!

Q:

Suppose X and Y have a bivariate normal distribution with X = 4 Y = 1 = 4, Y =4, and. p = - 2.0 Draw a rough contour plot of the joint probability density function.

Q:

Let the r.v.s X and Y have the Bivariate normal distribution with parameters μ 1 , μ 2 in Ã, 0

Q:

Suppose that X and Y have a bivariate normal distribution with joint probability density function fXY (x, y; X, Y, X, Y, p). (a) Show that the conditional distribution of Y, given that X = x is...

Q:

Let X and Y have a joint bivariate normal distribution. An observation (x, y) arises from the joint distribution with parameters equal to either or Show that the classification rule involves a...

Q:

Question: hi! there this is task here ,give quality reactions to it to be helpful Section A. Plan a Python program to do set sort. Part B Question 1 How productive is parathyroid engineered in the...

Q:

QUESTION 5 (a) Let Y and Y have a bivariate normal distribution. Show that the conditional distribution of Y given that Y = 1/ is a normal distribution with mean +(2-) and variance (1-). (10) X (b)...

Q:

Answer the following questions: a. Let X and Y follow the bivariate normal distribution with parameters , 2, 01, 02, p. Show that W = X- and Q = (Y) - p2(X-) are independent normal random variables....

Q:

Bivariate Normal Distribution Let (X, Y ) be Bivariate Normal with X N(0, ^2 1 ) and Y N(0, ^2 2 ) marginally and with Corr(X, Y ) = . (a) Show that X, Y cX also follows a Bivariate Normal...

Q:

Bivariate Normal Distribution Let (X, Y ) be Bivariate Normal with X N(0, 1 2 ) and Y N(0, 2 2 ) marginally and with Corr(X, Y ) = . (a) Show that X, Y cX also follows a Bivariate Normal distribution...

Q:

About Joint Normality in probability. Question is attached. I tried working through it but I don't really understand what I'm doing and I wanted some guidance so I can better solve these for an...

Q:

Lets model a nucleus as a particle trapped in the one-dimensional box. Assume the particle is a proton and it is in a one-dimensional nucleus of length of 7.11 fm (the approximate diameter of a...

Q:

1. Jim Craves has won a lottery of $50,000 today. The lottery company offers him three alternatives payment method in exchange of the payment today as shown in the table below. The current market...

Q:

Given the challenges of estimating cash flows, capital budgeting analysis typically ( ignores / uses ) cash flows that are expected to occur more than 1 0 years in the future.

Q:

When discussing provider education, what is the best way to educate providers on the true severity of this problem?

Q:

Why might a t test not be very useful in this case? Health Services Administration Suppose we want to compare the length of hospital stay for patients with the same diagnosis at two different...

Q:

Carry out a non-parametric procedure for testing the hypothesis that lengths of stay are comparable in the two hospitals? Health Services Administration Suppose we want to compare the length of...

Q:

To compare the distribution of white-blood-cell counts of patients on the medical and surgical services in Table 2.13 (p. 36), or in HOSPITAL.DAT, when normality is not assumed, what test can be...

Q:

Desai Industries is analyzing an average-risk project, and the following data have been developed. Unit sales will be constant, but the sales price should increase with inflation. Fixed costs will...

Q:

Need some help with number 2 A researcher wishes to see if there is a difference between the mean number of hours per week that a family with no children participates in recreational activities and a...

Q:

Williamson Industries has $5 billion in sales and $2.997 billion in fixed assets. Currently, the company's fixed assets are operating at 90% of capacity. a. What level of sales could Williamson...