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Math Help - Another Stat problem. please help

  1. #1
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    Another Stat problem. please help

    Suppose, that, for constants a and b, E[YlX] = a + bX
    Show that b = Cov(X,Y)/Var(x)
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  2. #2
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    Remember {\rm Cov}(X,Y)=E[XY]-E[X]E[Y]. Use E[XY]=E[X E[Y|X]] and E[Y]=E[E[Y|X]], substitute E[Y|X]=a+bX and check that you get b\,{\rm Var}(X).
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