My further guess is
\mathbb{E}[Y|X]
cannot be meaningful when standing alone.
It is accompanied by other operations such as:
\mathbb{E}[\mathbb{E}[Y|X]]
Homework Statement
I am familiar with the following kind of conditional expectation expression:
\mathbb{E}[Y|X=x],
where X and Y are random variables.
I am wondering what the following conditional expectation stands for:
\mathbb{E}[Y|X]
How these two are related? How the second...
Homework Statement
Say, it is known that
E_X[f(X)] = E_X[g(X)] = a where f(X) and g(X) are two functions of the same random variable X. What is the relationship between f(X) and g(X)?
Homework Equations
The Attempt at a Solution
My answer is f(X) = g(X) + h(X) where E_X[h(X)] =...
Hi All,
This is not a homework or coursework question. Yet I have a curiosity.
If a matrix A is an outer-product of a vector v as : A = v v^{\top}
Then can A^{-1}, inverse of A, be also expressed as an outer-product of some other vector?
Please point me how to approach the...