Recent content by simonkmtse

Thanks Statdad. But I want to work out a proof of Expectation that involves two dependent variables, i.e. X and Y, such that the final expression would involve the E(X), E(Y) and Cov(X,Y). I suspect it has to do with the Joint Probability distribution function and somehow I need to...

I am studying for the FRM and there is a question concerning the captioned. I try to start off by following the standard Expectation calculation and breakdown the pdf into Bayesian Conditional Probability function. Then i got stuck there. Anyone can help me to find a proof on it? Many thanks.