3. Let X be a random variable with the following density function: \(f(x) = \begin{cases} \frac{x}{2} & \text{if } 0 \le x \le 2\\ 0 & \text{elsewhere} \end{cases}\) and given X, \(f(y|x) = \begin{cases} Ce^{-(y-12x)^2} & \text{if } -\infty < y < \infty\\ 0 & \text{elsewhere} \end{cases}\) Find EY.
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The marginal density of \(X\) is: \[ f(x) = \frac{x}{2} \quad \text{for } 0 \le x \le 2 \] The conditional density of \(Y\) given \(X\) is: \[ f(y|x) = Ce^{-(y-12x)^2} \] Show more…
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