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#1 Re: Help Me ! » Bay's Rule » 2012-02-28 04:04:47

Ok, this is the solution:

E(X|Y)=E(X)+cov(X,Y)/var(Y)*(Y-E(Y))

#2 Re: Help Me ! » Bay's Rule » 2012-02-27 08:05:40

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 smile

#3 Re: Help Me ! » Bay's Rule » 2012-02-27 06:41:33

Hi Bob,

No, what I meant is that the mean of Y is the realization of the random variable X

Thanks,
Aya

#4 Help Me ! » Bay's Rule » 2012-02-26 12:14:38

abel3
Replies: 5

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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