Timeline for Conditional expectation; how to find E[xy] when E[x|y] is known?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 11, 2019 at 8:41 | review | Suggested edits | |||
| Oct 11, 2019 at 11:29 | |||||
| Mar 27, 2019 at 16:15 | vote | accept | Anon | ||
| Mar 27, 2019 at 15:55 | answer | added | dlnB | timeline score: 6 | |
| Mar 27, 2019 at 15:41 | comment | added | Dilip Sarwate | If you write $Z$ for $XY$ (note $Z$ has nothing to do with normal random variables), then would you agree that $E[Z\mid X=x] = E[xY\mid X=x] = xE[Y\mid X=x]$? If so, then note that when $X$ equals $x$, the random variable $E[Z\mid X] = E[XY\mid X]$ takes on value $xE[Y\mid X=x]$ and so the random variable $E[XY \mid X]$ is $XE[Y\mid X]$ (and is a function of $X$ as it shoud be),. | |
| Mar 27, 2019 at 15:29 | history | asked | Anon | CC BY-SA 4.0 |