Question-34

Conditional Expectation

Let \(X\) be a random variable that follows a normal distribution \(N(\mu = 5, \sigma^2 = 4)\), and \(Y\) is a random variable that follows \(N(0, 1)\). Given \(X = 5\), find \(E(Y | X = 5)\). Assume \(X\) and \(Y\) are independent.

0