Question: Suppose that X and Y have a joint distribution with means X and Y, standard deviations X and Y, and correlation . Show that if

Suppose that X and Y have a joint distribution with means μX and μY, standard deviations σX and σY, and correlation ρ. Show that if E(Y|X) is a linear function of X, then
E(Y|X) = μY+ ρσY/σX (X − μX).

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