Can someone show me how

You can use your own joint distribution, or the uniform one I included below

Attachment 29067

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- Aug 27th 2013, 03:37 AMdownthesun01Conditional expected value
Can someone show me how

You can use your own joint distribution, or the uniform one I included below

Attachment 29067

- Aug 27th 2013, 07:56 PMchiroRe: Conditional expected value
Hey downthesun01.

The general proof involves using the definitions (in continuous and discrete probability spaces) and basically "integrating out" the Y random variable after you integrate out the X random variable for a particular value.

Law of total expectation - Wikipedia, the free encyclopedia

For your particular case take the joint distribution, integrate out the x variable and then take the resulting function (which will depend on y) and integrate out the y variable.

Also note that when you integrate out you need to multiply the PDF by the variable (since E[X] = Integral x*f(x)dx for some RV x).