The conditional expectation E[X|Y] = «(Y), where (y) E(X |Y = y), is a random variable (function of Y) and if EX| < 0, then EX = E[E(X |Y)]. (a). Let Z and W be two discrete rvs, taking values z = 0, 1, 2. and w 0, 1, 2, ., respectively. Using the result given above, show that %3D .... 00 P(Z = k) EP(Z = k | W = j)P(W = j), %3D j-0 EZ = EE(Z|W = j)P(W = j).
The conditional expectation E[X|Y] = «(Y), where (y) E(X |Y = y), is a random variable (function of Y) and if EX| < 0, then EX = E[E(X |Y)]. (a). Let Z and W be two discrete rvs, taking values z = 0, 1, 2. and w 0, 1, 2, ., respectively. Using the result given above, show that %3D .... 00 P(Z = k) EP(Z = k | W = j)P(W = j), %3D j-0 EZ = EE(Z|W = j)P(W = j).
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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