If i have found a Conditional p.d.f of Y given X=x,

how can i use this to show E(XY)=1 ?

Please help, im stuck!

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- Nov 23rd 2010, 03:28 PMsj247E(XY) and Conditional p.d.f
If i have found a Conditional p.d.f of Y given X=x,

how can i use this to show E(XY)=1 ?

Please help, im stuck! - Nov 23rd 2010, 03:31 PMharish21
- Nov 23rd 2010, 03:37 PMsj247
I can't write too much, don't wanna break the rules.

I have a joint p.d.f

First got to find the marginal p.d.f of X, then

got to work out the conditional p.d.f of Y, given X=x.

Then use that result to show E(XY)=1

Is that more clear? - Nov 23rd 2010, 03:56 PMharish21
You need to review the properties of conditional expectation. Refer to the link.

- Nov 23rd 2010, 09:29 PMmatheagle
E(XY)=E(E(XY|X))=E(XE(Y|X))

so plug in your E(Y|X) and figure out the last expectation