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Math Help - E(XY) and Conditional p.d.f

  1. #1
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    E(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!
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  2. #2
    MHF Contributor harish21's Avatar
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    Quote Originally Posted by sj247 View Post
    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!

    what is the original question?!
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  3. #3
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    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?
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  4. #4
    MHF Contributor harish21's Avatar
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    You need to review the properties of conditional expectation. Refer to the link.
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  5. #5
    MHF Contributor matheagle's Avatar
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    E(XY)=E(E(XY|X))=E(XE(Y|X))

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