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CS2B September 2021 question 2

Priyanka Malhotra

Active Member
Hi

Could someone please explain the what does the conditional expectation mean here? and also the loop for the conditional expectation in examiner's report

part ii plot, on a single graph, line graphs of the estimated conditional mean of Y given that X ൒ x against x for values of x at intervals of 1 from 10 to 30 inclusive for each of the two generated copulas. You should use separate colours to identify each of the two line graphs and set the y-axis range from 50 to 250.

Loop in report: x = seq(from = 10, to = 30, by = 1)
y1 = vector(length = 21)
y2 = vector(length = 21)
for (i in 1:21) { [½] y1= mean(GaussXY[,2][GaussXY[,1] >= x]) y2= mean(t3XY[,2][t3XY[,1] >= x]) }


Many thanks in advance
 
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