Question: Let (X, Y ) have a bivariate normal distribution with means E(X) = 10, E(Y ) = 5. Let X and Y have variances of
Let (X, Y ) have a bivariate normal distribution with means E(X) = 10, E(Y ) = 5. Let X and Y have variances of 36 and 100, respectively, and let their covariance be equal to 48. a) What is the equation for E(Y |X)? b) Use this equation to find Var(E(Y |X)). c) Use the two previous results to obtain E(Var(Y |X))
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