$ {y}_{\rm LMMSE}(x)=E[\theta]+\frac{COV(x,\theta)}{Var(x)}*(x-E[x]) $
Question posed by Nicholas Browdues
It's true that
$ E[XY]= \iint\limits_D xy f_{xy}(x,y)\, dx\,dy= \frac{4}{3} \int_{0}^{1}y (\int_{0}^{1} dx) dy =\frac{1}{3} $
right?
