What is the conditional distribution of $e$ given $x$? if $e = xε$ where $x$ and $ε$ are independent $N(0, 1)$
In the book the answer is $N(0,x^2)$. But that would suppose that x is a constant and not a random variable with distribution $N (0,1)$.
2026-04-07 03:48:16.1775533696
Conditional distribution $e|x$
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