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grossgermany
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Homework Statement
Let X and Y be independent and normal, then we know that
It must be the case that X+Y and X are jointly normal
Therefore we can apply the projection theorem:
which states that if A and B are jointly normal then VAR(A|B)=VAR(B)-[tex]\rho[/tex]^2VAR(B) , apply the theorem to A=X+Y, B=Y to find
VAR(X+Y|X)
There is a similar procedure of finding E(X+Y|X)
I know how to do the above. However, what I don't know is what if X and Y are independent but each are UNIFORMLY distributed on [-1,1]
What is:
1.VAR(X+Y|X)
2.E(X+Y|X)
Homework Equations
The Attempt at a Solution
Homework Statement
Homework Equations
The Attempt at a Solution
Homework Statement
Homework Equations
The Attempt at a Solution
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