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Conditional Expectation, Covariance& Variance in Bivariate Normal | UPSC ISS 2024 Paper-1 Problem-36
2:22
YouTubeRitwikMath
Conditional Expectation, Covariance& Variance in Bivariate Normal | UPSC ISS 2024 Paper-1 Problem-36
This explanation focuses on a bivariate normal distribution characterized by means (mu_X, mu_Y), variances (sigma_X^2, sigma_Y^2), and correlation ( ho). Three key results are verified: 1. Conditional expectation of (Y) given (X=x) is: [ E[Y|X=x] = mu_Y + ho frac{sigma_Y}{sigma_X} (x - mu_X). ] Using given values (mu_Y=0, ho=0.5, sigma_Y=4 ...
65 views1 week ago
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