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Define a joint distribution for two random variables (X,Y) such that (i) Cov(X,Y)=0 and (ii) E[Y...

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Basic Math

Define a joint distribution for two random variables (X,Y) suchthat (i) Cov(X,Y)=0 and (ii) E[Y I X] is not equal to E[Y].

How do I define a joint distribution that satisfies both (i) and(ii) above at the same time?

Please give me an example and explanation of how it meets thetwo conditions.

Answer & Explanation Solved by verified expert
3.8 Ratings (331 Votes)
i CovXY0 condition for uncorrelated X and Y ii EY I X is not equal to EY condition for dependence of X and Y In this case basically you need an example    See Answer
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