Let u and X be two random variables that satisfy E [u[X] = 0 and E[u^2|X]=o^2....

 

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Let u and X be two random variables that satisfy E [u[X] = 0 and E[u^2|X]=o^2. a. Find the unconditional mean of u. b. Find the conditional mean of u. c. Find the variance of u. d. Find the covariance between u and X. Let u and X be two random variables that satisfy E [u[X] = 0 and E[u^2|X]=o^2. a. Find the unconditional mean of u. b. Find the conditional mean of u. c. Find the variance of u. d. Find the covariance between u and X.

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