Question: suppose that x and y are jointly continuous random variables...
Suppose that X and Y are jointly continuous random
variables with joint density
f(x, y) = (
ye−xy 0 < x < ∞, 1 < y < 2
(a) Given that X > 1, what is the expected value of Y ? That is, calculate E[Y | X > 1].
(b) Given that X > Y , what is the expected value of X? For this part, you are only required
to set up the requisite integrals, but not required to evaluate them.
(c) Compute E[X | Y ].