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

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter11: Data Analysis And Probability
Section11.8: Probabilities Of Disjoint And Overlapping Events
Problem 2C
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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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