If the conditional mean of one random variable given another is zero, then the two random variables have zero covariance and thus are uncorrelated. Equally, if two random variables are uncorrelated, the conditional mean of one variable given another will be zero. Is this true or false? Provide an explanation

College Algebra
10th Edition
ISBN:9781337282291
Author:Ron Larson
Publisher:Ron Larson
Chapter8: Sequences, Series,and Probability
Section8.7: Probability
Problem 11ECP: A manufacturer has determined that a machine averages one faulty unit for every 500 it produces....
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If the conditional mean of one random variable given another is zero, then the two random variables have zero covariance and thus are uncorrelated. Equally, if two random variables are uncorrelated, the conditional mean of one variable given another will be zero.

Is this true or false? Provide an explanation

 

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