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    Random variables (same as 26792)

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    For any random variables X and Y
    (a)show that X and (Y-E(Y|X))are uncorelated
    (b)briefly comment on (a), why is this so?

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    Solution Preview

    x and y are uncorrelated if covariance cov(x,y) = 0

    cov(x,y) = E [ {x-E(x)}*{y=E(y)} ] = E[x*y] - ...