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Consider a continuous random vector (Y, X) with joint probability density function F(x,y) = e-y for...

Consider a continuous random vector (Y, X) with joint probability density function

F(x,y) = e-y for 0<x<y<∞

  1. Compute the marginal density of X denoted by f(x).
  2. Compute the conditional density of Y given X denoted by f(y|x). Hint: Consider the two cases y > x and y ≤ x separately.
  3. Compute the conditional expectation E[Y |X = x].
  4. Compute the conditional variance Var(Y |X = x).
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