Conditional expectation Definition and 52 Threads

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    Conditional expectation (w/ transformation)

    Any hints on how to solve for E(Y|X) given the ff: Suppose U and V are independent with exponential distributions f(t) = \lambda \exp^{-\lambda t}, \mbox{ for } t\geq 0 Where X = U + V and Y = UV. I am having difficulty finding f(Y|X)... Also, solving for f(X,Y), I am also having difficulty...
  2. I

    Finding E(Y) and Var(Y) with Conditional Expectation

    Is it possible to solve for E(Y) and var (Y) when I am only given the distribution f(Y|X)? I can solve for E(Y|X). But is it possible to find E(Y) and var(Y) given only this info?