Assume Y=1+X+u, where X, Y, and u=v+X are random variables, v is independent of X; E(v)=0, Var(v)=1, E(X)=1, and Var(X)=2. Calculate Var(u|X=1), Var(Y|X=1), Var(u|X), Var(Y|X).
Assume Y=1+X+u, where X, Y, and u=v+X are random variables, v is independent of X; E(v)=0, Var(v)=1, E(X)=1, and Var(X)=2. Calculate Var(u|X=1), Var(Y|X=1), Var(u|X), Var(Y|X).
Elements Of Modern Algebra
8th Edition
ISBN:9781285463230
Author:Gilbert, Linda, Jimmie
Publisher:Gilbert, Linda, Jimmie
Chapter8: Polynomials
Section8.5: Solution Of Cubic And Quartic Equations By Formulas (optional)
Problem 29E
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Assume Y=1+X+u, where X, Y, and u=v+X are random variables, v is independent of X; E(v)=0, Var(v)=1, E(X)=1, and Var(X)=2.
Calculate Var(u|X=1), Var(Y|X=1), Var(u|X), Var(Y|X).
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