Math Problem Statement
[ E[X | Y = y] = \frac{3}{4y^3} \left[ y^2 \int_{-y}^{y} x , dx - \int_{-y}^{y} x^3 , dx \right]. ]
Solution
Let's evaluate the given expression for the conditional expectation:
[ E[X | Y = y] = \frac{3}{4y^3} \left[ y^2 \int_{-y}^{y} x , dx - \int_{-y}^{y} x^3 , dx \right]. ]
We will break this down by evaluating the two integrals separately.
Step 1: Evaluating the first integral
The first integral is:
Since is an odd function (i.e., ), and we are integrating over the symmetric interval , this integral evaluates to 0:
Step 2: Evaluating the second integral
The second integral is:
Since is also an odd function, this integral also evaluates to 0 over the symmetric interval :
Step 3: Substituting the results back
Substitute the evaluated integrals into the original expression:
[ E[X | Y = y] = \frac{3}{4y^3} \left[ y^2 \cdot 0 - 0 \right] = 0. ]
Thus, the conditional expectation is:
Would you like further clarification on any part of this solution? Here are five related questions to deepen your understanding:
- What is the significance of odd functions when integrating over symmetric intervals?
- How would this result change if the integrals involved even functions instead?
- Could you apply the same reasoning to higher-order odd powers, such as ?
- How does this conditional expectation relate to the independence of and ?
- Can you explain how to compute conditional expectations in general probability distributions?
Tip: When dealing with integrals over symmetric intervals, checking whether the function is odd or even can help simplify your calculations!
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Math Problem Analysis
Mathematical Concepts
Conditional Expectation
Integral Calculus
Odd Functions
Symmetric Intervals
Formulas
E[X | Y = y] = \frac{3}{4y^3} \left[ y^2 \int_{-y}^{y} x \, dx - \int_{-y}^{y} x^3 \, dx \right]
\int_{-y}^{y} x \, dx = 0
\int_{-y}^{y} x^3 \, dx = 0
Theorems
Odd Function Integral Theorem
Suitable Grade Level
College level (Advanced Calculus or Probability)
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