Let the sample space S be the triangle with corners (0,0), (1,0), (0,1) with a uniform probability measure. Define random variables X and Y on S by: X((x, y)) = x and Y((x, y)) = y.

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Let the sample space \( S \) be the triangle with corners \((0,0), (1,0), (0,1)\) with a uniform probability measure. Define random variables \( X \) and \( Y \) on \( S \) by: \( X \left( (x,y) \right) = x \) and \( Y \left( (x,y) \right) = y \).

a. Find \( f_{XY}(x,y) \)

b. Find \( f_{X|Y}(x|y) \)

c. Find \( E[X|Y = y] \) (your answer will be a function of \( y \))

d. Find \( \text{Var}[X|Y = y] \) (your answer will be a function of \( y \))

e. Find \( f_Y(y) \)

f. Find \( E[\text{Var}[X|Y]] \)

g. Find \( \text{Var}[E[X|Y]] \)
Transcribed Image Text:Let the sample space \( S \) be the triangle with corners \((0,0), (1,0), (0,1)\) with a uniform probability measure. Define random variables \( X \) and \( Y \) on \( S \) by: \( X \left( (x,y) \right) = x \) and \( Y \left( (x,y) \right) = y \). a. Find \( f_{XY}(x,y) \) b. Find \( f_{X|Y}(x|y) \) c. Find \( E[X|Y = y] \) (your answer will be a function of \( y \)) d. Find \( \text{Var}[X|Y = y] \) (your answer will be a function of \( y \)) e. Find \( f_Y(y) \) f. Find \( E[\text{Var}[X|Y]] \) g. Find \( \text{Var}[E[X|Y]] \)
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