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Suppose that the joint distribution of X and Y is the uniform distribution on the circle\({{\bf{x}}^{\bf{2}}}{\bf{ + }}{{\bf{y}}^{\bf{2}}}{\bf{ < 1}}\). Find\({\bf{E}}\left( {{\bf{X}}\left| {\bf{Y}} \right.} \right)\).

Short Answer

Expert verified

\(E\left( {X\left| Y \right.} \right) = 0\) for each value of y

Step by step solution

01

Given information

The joint distribution of X and Y is a uniform distribution with the circle \({x^2} + {y^2} < 1\)

02

Finding the expected value 

The joint p.d.f. of X and Y is,

\(f\left( {x,y} \right) = \left\{ {\begin{align}{}c&{for\,\,{x^2} + {y^2} < 1}\\0&{otherwise.}\end{align}} \right.\)

Therefore, for any given value of y in the interval\( - 1 < y < 1\)

The conditional p.d.f. of X given that\(Y = y\)is,

\(\begin{array}g\left( {x\left| y \right.} \right) = \frac{{f\left( {x,y} \right)}}{{f\left( y \right)}}\\ = \left\{ {\begin{array}{}{\frac{c}{{f\left( y \right)}}}&{for\,\, - \sqrt {1 - {y^2}} < x < \sqrt {1 - {y^2}} }\\0&{otherwise}\end{array}} \right.\end{array}\)

For each given value of y, this conditional p.d.f. is a constant throughout values of x symmetric concerning \(x = 0\)

Therefore,\(E\left( {X\left| Y \right.} \right) = 0\)for each value of y

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Most popular questions from this chapter

Suppose that a fair coin is tossed repeatedly until exactlykheads have been obtained. Determine the expected number of tosses that will be required.

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Example 4.1.14.We want to prove that a price other than \(20.19 for the option to buy one share in one year for \)200 would be unfair in some way.

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