Consider a probability space (2, F,P) to be given by N = {w1,w2, w3, wa} and F=o ({wi}, {w2}, {w3}, {wa}) with a probability measure P defined by 1 P({wi}) = P({w2}) = P({wa}) P({ws}) = 3' %3D Define the random variables X and Y by T1 ifw E {wi} X(w) = { 2 if w E {w2} r3 ifw E {w3, wa} Sy if w e {wi, wa} 2 if w E {w2, ws}. Y1 Y (w) = a. List the sets in o (X) and o (Y). b. Are X and Y independent? Why or why not? c. Is E[Y|X] =Y? Why or why not? %3D

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Consider a probability space (2, F , P) to be given by
N = {wi,w2, w3, w4} and F= o ({wi}, {w2}, {w3}, {wA})
with a probability measure P defined by
1
1
1
P({wa}) =
1
P({wi}) = P({w2}) = P({ws}):
%3D
4'
3'
Define the random variables X and Y by
x1 if w E {w}
X (w) = { r2 if w E {w2}
03 ifw e {w3,wa}
y if w e {wi,wa}
2 if w e {w2, wa}.
Y1
Y (w) =
a. List the sets in o (X) and o (Y).
b. Are X and Y independent? Why or why not?
c. Is E[Y|X] =Y? Why or why not?
d. Find E[X|Y].
Transcribed Image Text:Consider a probability space (2, F , P) to be given by N = {wi,w2, w3, w4} and F= o ({wi}, {w2}, {w3}, {wA}) with a probability measure P defined by 1 1 1 P({wa}) = 1 P({wi}) = P({w2}) = P({ws}): %3D 4' 3' Define the random variables X and Y by x1 if w E {w} X (w) = { r2 if w E {w2} 03 ifw e {w3,wa} y if w e {wi,wa} 2 if w e {w2, wa}. Y1 Y (w) = a. List the sets in o (X) and o (Y). b. Are X and Y independent? Why or why not? c. Is E[Y|X] =Y? Why or why not? d. Find E[X|Y].
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