In a simple linear regression problem with the usual

Chapter 11, Problem 7

(choose chapter or problem)

In a simple linear regression problem with the usual improper prior, prove that the conditional mean of 0 given 1 is 0 x(1 1). Hint: Use the fact that (0, 1) has a bivariate normal distribution as described in Theorem 11.4.1, and then use Eq. (5.10.6) to find the conditional mean

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