# Thread: Another Stat problem. please help

1. ## Another Stat problem. please help

Suppose, that, for constants a and b, E[YlX] = a + bX
Show that b = Cov(X,Y)/Var(x)

2. 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 $b\,{\rm Var}(X)$.