(a) Find E(XY) (b) Let U = X, V = Y/X. Show that U and V are independent

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2. Suppose the distribution of Y given X = x is a normal random variable with
mean x and variance x². And X follows an uniform distribution on (0,1)
(a) Find E(XY)
(b) Let U = X, V = Y/X. Show that U and V are independent
Transcribed Image Text:2. Suppose the distribution of Y given X = x is a normal random variable with mean x and variance x². And X follows an uniform distribution on (0,1) (a) Find E(XY) (b) Let U = X, V = Y/X. Show that U and V are independent
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