Question: Recall for random variable Z and event A with PHI] > 0. The conditional expectation E[Z|A] is dened as Big ' 1A] ems: HM Now,

Recall for random variable Z and event A with PHI] >

Recall for random variable Z and event A with PHI] > 0. The conditional expectation E[Z|A] is dened as Big ' 1A] ems: HM Now, assume U is uniform distribution on [0, 1] {See Problem 1 for information). Assume X is normal distribution with EX = 2 and Var(X) = 3. Assume X and U are independent. 4 {3&3}? U- '3 U+l U2 Question: Compute E[ *2

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