題組內容
■ Let X and Y be two random variables where
Var (Y) =
and their correlation is ρ. If E (Y|X) = a + bX where a and b are constants,
then a =__(4)__ ,b=__(5)__, and E (Var (Y|X)] = __(6)__
■ Let X and Y be two random variables where
Var (Y) =
and their correlation is ρ. If E (Y|X) = a + bX where a and b are constants,
then a =__(4)__ ,b=__(5)__, and E (Var (Y|X)] = __(6)__