0
$\begingroup$

Suppose we have $X \sim Exp(4)$ and $Y \sim N(0,1)$ which are independent.

What can we say about $\mathbb{E}[X|Y]$?

$\endgroup$
  • 3
    $\begingroup$ if they are independent then $E(X|Y) = E(X)$. Can you take it from there? $\endgroup$ – Do not reinstate Monica Nov 18 '20 at 18:50

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.