Question: Suppose X and Y are two standard normal random variables, i.e. , X, Y ~ N(0,1), with covariance 0.8. What is E[X|Y = 1]

Suppose X and Y are two standard normal random variables, i.e. , X, Y ~ N(0,1), with covariance 0.8. What is E[X|Y = 1]

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