Suppose that 0 < Var(X)

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Suppose that 0 < Var(X) <∞ and 0 < Var(Y) <∞. Show that if E(X|Y) is constant for all values of Y , then X and Y are uncorrelated.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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