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Almost Sure
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Let X = exp(U²/2) and Y=exp(V²/2) where U,V are joint normal with mean 0, variance 1, and 50% correlation. Then, E[X|Y] = 2Y E[Y|X] = 2X They are each, on average, twice as big as the other!
11:26 AM · Jun 1, 2023250.1KViews

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