= - = = = = 1. Let 12 = {1,2,3,4} and we consider the o-algebra given by the power set 29. Let P defined on 22 be given

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1 Let 12 1 2 3 4 And We Consider The O Algebra Given By The Power Set 29 Let P Defined On 22 Be Given 1 (85.78 KiB) Viewed 24 times

= - = = = = 1. Let 12 = {1,2,3,4} and we consider the o-algebra given by the power set 29. Let P defined on 22 be given by P(1) = P(2) = P(3) = P(4) = 1. i) Consider the random variables X and Y : N + R given by Xw) = 2w and Y = 4X. a) Compute E(X) and E(Y). b) Compute E[X|Y]. ii) Consider another random variable Z given by = 1 Z= = X > 6 X < 6. -1 Compute E(X|Z).