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发帖数: 987 | 1 倾家荡产了，呵呵
Let A=V+a, B=V+b all are normal r.v. with mean zero,
V, a, b have different variance X,Y,Z respectively,
V are independent of a and b, Cov(a, b)＝W is not zero.
Find C as an expression of A and B satisfying the following:
E(V|A, B, C)=E(V|C)
Var(V|A, B, C)=Var(V|C) |
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