Answered

Explore Westonci.ca, the leading Q&A site where experts provide accurate and helpful answers to all your questions. Get immediate and reliable solutions to your questions from a community of experienced professionals on our platform. Experience the ease of finding precise answers to your questions from a knowledgeable community of experts.

For each one of the following statements, indicate whether it is true or false.
(a) If X = Y (i.e., the two random variables always take the same values), then Van X | Y = 0.
(b) If X = Y (the two random variables always take the same values), then Var (X | Y) = Var (X).
(c) If Y takes on the value y, then the random variable Var (X | Y) takes the value E[(X – E[X | Y = y])2 |Y = y].
(d) If Y takes on the value y, then the random variable Var (X | Y) takes the value E[(X - E[X | Y])2 | Y = y].
(e) If Y takes on the value y, then the random variable Var ( X | Y) takes the value E[(X – E[X])2 | Y = y].

Sagot :

Solution :

a). [tex]$\text{Var} (X|Y) =E ((X-E(X|Y))^2 |Y)$[/tex]

  Now, if X = Y, then :

  [tex]P(X|Y)=\left\{\begin{matrix} 1,& \text{if } x=y \\ 0, & \text{otherwise }\end{matrix}\right.[/tex]

Then, E[X|Y] = x = y

So, [tex]$\text{Var} (X|Y) =E((X-X)^2 |Y)$[/tex]

                      [tex]$=E(0|Y)$[/tex]

                      = 0

Therefore, this statement is TRUE.

b). If X = Y , then Var (X) = Var (Y)

And as Var (X|Y) = 0, so Var (X|Y) ≠ Var (X), except when all the elements of Y are same.

So this statement is FALSE.

c). As defined earlier,

  [tex]$\text{Var} (X|Y) =E ((X-E(X|Y))^2 |Y=y)$[/tex]

  So, this statement is also TRUE.

d). The statement is TRUE because [tex]$\text{Var} (X|Y) =E ((X-E(X|Y))^2 |Y=y)$[/tex].

e). FALSE

   Because, [tex]$\text{Var} (X|Y) =E ((X-E(X|Y=y))^2 |Y=y)$[/tex]

Visit us again for up-to-date and reliable answers. We're always ready to assist you with your informational needs. Thank you for your visit. We're dedicated to helping you find the information you need, whenever you need it. Westonci.ca is committed to providing accurate answers. Come back soon for more trustworthy information.