$(X,Y)$ is uniform on the unit circle $(x^2 + y^2 = 1)$.
How do I calculate the conditional mean as a function of X = x?
$(X,Y)$ is uniform on the unit circle $(x^2 + y^2 = 1)$.
How do I calculate the conditional mean as a function of X = x?
HINT: Conditional on $X=x$, $Y$ is distributed as $Y=-\sqrt{1-x^2}$ with probability $1/2$ and $Y=\sqrt{1-x^2}$ with probability $1/2.$ Does this make sense? So what is the conditional mean of $Y$? Does it depend on $x$?
The last question will help you with the regression. The regression function is the mean of $Y$ conditional on $X=x.$