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Let X and Y have a trinomial distribution with n=2,pX =1/4, and pY =1/2.

(a) Give E(Y∣x).
(b) Compare your answer in part (a) with the equation of the line of best fit in Example 4.2-2. Are they the same? Why or why not?

User HaMzox
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Final answer:

The question involves finding the conditional expectation E(Y | X=x) for a trinomial distribution and comparing it to the regression line in regression analysis, which requires more data about the joint distribution or linearity assumptions which were not provided.

Step-by-step explanation:

The subject of the question is conditional expectation in the field of probability theory and statistics, specifically considering a trinomial distribution. Given n=2, pX=1/4, and pY=1/2, we need to calculate E(Y | X=x), which denotes the expected value of Y given the value of X. Since we are dealing with a trinomial distribution, we have three possible outcomes on each trial, and our variables X and Y correspond to counts of distinct outcomes. In this case, the conditional expectation E(Y | X=x) would generally depend on the joint distribution of (X, Y), but without further details provided about their joint distribution or if they are independent, we cannot provide an explicit formula for E(Y | X=x).

The comparison requested in part (b) implies looking at the relationship of conditional expectations with regression analysis. In regression analysis, the conditional expectation E(Y | X) is typically modeled using the regression line, which is the best linear approximation for the relationship between X and Y. If we assume linearity and standard assumptions of regression (like constant variance, etc.), the conditional expectation E(Y | X) is indeed the equation of the regression line. Without regression parameters or data about the joint distribution, we cannot confirm if they are the same or not.

User Brian Leach
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