I am having trouble getting started in the right direction with the following problem:
Random variable X~U[0,1] and the conditional distribution of Y is Y|X=x~U[0,x], what is E[y].
This is what I have:
1.) Definition of conditional expectation
2.) Get fx,y(x,y)
3.) get fx(x)
I know the general steps, but I don't know how to set them up. Can somebody please put these steps in working form and get me started. Thanks