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Let X and Z be two independently distributed standard normal random variables and let Y=X2+Z. iShow thatE(Y|X)...

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Basic Math

Let X and Z be two independently distributed standard normalrandom variables and let Y=X2+Z.

iShow thatE(Y|X) =X2

iiShow that?Y= 1

iiiShow thatE(XY) = 0ivShow that cov(X,Y) = 0 and thus ?X,Y=0

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