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Jan 16, 2020 at 13:30 review Reopen votes
Jan 16, 2020 at 15:43
Jan 16, 2020 at 13:13 history edited StatisticsPersonInTraining CC BY-SA 4.0
deleted 11 characters in body
Jan 9, 2020 at 15:20 comment added whuber @Jarle This probability is the normalizing constant for a truncated Normal. The purpose of referencing the answers about truncated Normal expectations was to show what the hint in the question might have been referring to.
Jan 9, 2020 at 15:17 comment added Jarle Tufto @whuber But $u(x)=1$ if $x\le c$ and 0 otherwise so $E(u(X_1)|...)=P(X_1<c|...)$ and so doesn't involve the truncated normal. The rest just follows from joint normality of $X_1$ and $\sum X_i$ and en.wikipedia.org/wiki/…
Jan 9, 2020 at 15:16 history closed whuber self-study Duplicate of UMVUE for probability of cutoff
Jan 9, 2020 at 15:10 comment added StubbornAtom See stats.stackexchange.com/questions/413264/….
Jan 9, 2020 at 15:07 history edited StubbornAtom CC BY-SA 4.0
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Jan 9, 2020 at 14:44 comment added whuber Yes--although certainly one can ignore the connection and still solve the problem. Regardless, if you look at some of the related answers you will see how this comes down to a straightforward integration, which is what the hint in the question is getting at.
Jan 9, 2020 at 14:42 comment added StatisticsPersonInTraining The lectures haven't covered truncated normals. Are you sure this is relevant?
Jan 9, 2020 at 14:28 comment added whuber Please see the answers at stats.stackexchange.com/search?q=expectation+truncated+normal.
S Jan 9, 2020 at 13:33 history suggested filbranden CC BY-SA 4.0
improve formatting of math formula for clarity
Jan 9, 2020 at 13:03 review Suggested edits
S Jan 9, 2020 at 13:33
Jan 9, 2020 at 12:39 history asked StatisticsPersonInTraining CC BY-SA 4.0