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Use Law of Total Expectation to compute the following: (a) Eſsin(X+Y)], where X ~ N(0,1) and Y|X ~ Uniform[– 1, 2+1). x x (b) E[Xey], where X ~ Uniform(-1,1), and Y|X ~ N(0, x2). Y~

User Calebe
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Explanation:

The short answer for E[sin(X+Y)] is that it cannot be computed without additional information about the joint distribution of X and Y.

The short answer for E[X*exp(Y)] is that it also cannot be computed without additional information about the joint distribution of X and Y.

User Piterbarg
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