Suppose the distribution of Y, conditional on X x, is n(x, x2) and that the marginal distribution of X is uniform(0,1) (a) Find EY, Var Y, and Cov(X, Y) (b) Prove that Y X and X are independent ...

a EY EEY X EX 12 VarY Var EY X EVarY X VarX EX 2 112 13 512 E ...

Suppose the distribution of Y, conditional on X = x, is n(x, x2) and that the marginal

Question:

Suppose the of Y, conditional on X = x, is n(x, x2) and that the marginal of X is uniform(0,1).
(a) Find EY, Var Y, and Cov(X, Y).
(b) Prove that Y/X and X are independent.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...