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how do i empirically estimate variance of conditional normal distribution?

I've tried searching for this, but maybe I'm not using the correct search strings. suppose I have joint distribution $P(X_1,X_2)$ over 2 continuous random variables $X_1,X_2$ that I can sample from. ...
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Conditional Covariance Problem

Suppose we have independent (not necessarily identical) normally distributed random variables X, Y. If we're given that, upon sampling each variable, X is some multiple a of Y (i.e. x = ay), what is ...
pauliewalnuts's user avatar