I have attached the question on this thread.

I have managed to attain the following:

Yet I cannot obtain the fact that

I'm not sure how to derive this using my results.

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- May 12th 2012, 06:59 AMiPodExpectation
I have attached the question on this thread.

I have managed to attain the following:

Yet I cannot obtain the fact that

I'm not sure how to derive this using my results. - May 12th 2012, 10:44 AMMooRe: Expectation
Hello,

Consider that E[XY]=E[E[XY|X]]

But E[XY|X]=X*E[Y|X].

Since you know the pdf of Y|X, you'll easily get the expectation. Then you'll get E[something with respect to X], which is again easy because you have the pdf of X. - May 12th 2012, 12:23 PMiPodRe: Expectation

And is follows that:

and then we just take the expectation

Am I correct? - May 14th 2012, 12:35 AMMooRe: Expectation
Yes, it's correct.

A few remarks :

- are you aware of the properties of the conditional expectation that have been used ?

- in the pdf of X and of Y|X, you should respectively add that it's for x>0 and y>0