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Ok, this is the solution:
E(X|Y)=E(X)+cov(X,Y)/var(Y)*(Y-E(Y))
What I meant was that Y's mean is also a random variable.
Anyway - thanks. I'll let you know when I figure out the answer
Hi Bob,
No, what I meant is that the mean of Y is the realization of the random variable X
Thanks,
Aya
Hi,
I'm having some trouble solving the following problem:
lets say X is normally distributed with mean ux and std sx
Y is normally distributed with mean X and std sy.
What is E(X|Y)?
Thanks!
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