Solution Found!
Let X1, X2 be i.i.d., and let X = 1 2 (X1 + X2) be the sample mean. In many statistics
Chapter 9, Problem 13(choose chapter or problem)
QUESTION:
Let X1, X2 be i.i.d., and let X = 1 2 (X1 + X2) be the sample mean. In many statistics problems, it is useful or important to obtain a conditional expectation given X. As an example of this, find E(w1X1 +w2X2|X), where w1, w2 are constants with w1 +w2 = 1.
Questions & Answers
QUESTION:
Let X1, X2 be i.i.d., and let X = 1 2 (X1 + X2) be the sample mean. In many statistics problems, it is useful or important to obtain a conditional expectation given X. As an example of this, find E(w1X1 +w2X2|X), where w1, w2 are constants with w1 +w2 = 1.
ANSWER:Step 1 of 4
By the symmetry, we have that