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  • hw3 Sol

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    1. This document shows that the expected value of a function of two random variables X and Y, denoted E[X|Y], can be expressed as a function of Y. 2. It proves this by using the law of total expectation and properties of conditional expectations. 3. As an example, it shows that if X and Y are jointly normal random variables, then the expected value of X given Y can be expressed as a linear function of Y.

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    Stochastic Processes

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    hw3_sol

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    1. This document shows that the expected value of a function of two random variables X and Y, denoted E[X|Y], can be expressed as a function of Y. 2. It proves this by using the law of total expectation and properties of conditional expectations. 3. As an example, it shows that if X and Y are jointly normal random variables, then the expected value of X given Y can be expressed as a linear function of Y.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    8 views9 pages

    hw3 Sol

    Uploaded by

    viviva
    1. This document shows that the expected value of a function of two random variables X and Y, denoted E[X|Y], can be expressed as a function of Y. 2. It proves this by using the law of total expectation and properties of conditional expectations. 3. As an example, it shows that if X and Y are jointly normal random variables, then the expected value of X given Y can be expressed as a linear function of Y.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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