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User1865345
User1865345
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I'd like a closed form solution for $E(X1 | X2 > X3)$$E(X_1 \mid X_2 > X_3)$ where $(X1, X2, X3)$$(X_1, X_2, X_3)$ is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution $f(X1 | X2, X3)$$f(X_1 \mid X_2, X_3)$ is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event $X2 > X3$$X_2 > X_3$. Any help would be appreciated!

I'd like a closed form solution for $E(X1 | X2 > X3)$ where $(X1, X2, X3)$ is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution $f(X1 | X2, X3)$ is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event $X2 > X3$. Any help would be appreciated!

I'd like a closed form solution for $E(X_1 \mid X_2 > X_3)$ where $(X_1, X_2, X_3)$ is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution $f(X_1 \mid X_2, X_3)$ is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event $X_2 > X_3$. Any help would be appreciated!

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edit approved Feb 14 at 3:35
Preston Botter
edit approved Feb 14 at 3:35
Preston Botter
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I'd like a closed form solution for E(X1 | X2 > X3)$E(X1 | X2 > X3)$ where (X1, X2, X3)$(X1, X2, X3)$ is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution f(X1 | X2, X3)$f(X1 | X2, X3)$ is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event X2 > X3$X2 > X3$. Any help would be appreciated!

I'd like a closed form solution for E(X1 | X2 > X3) where (X1, X2, X3) is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution f(X1 | X2, X3) is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event X2 > X3. Any help would be appreciated!

I'd like a closed form solution for $E(X1 | X2 > X3)$ where $(X1, X2, X3)$ is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution $f(X1 | X2, X3)$ is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event $X2 > X3$. Any help would be appreciated!

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frelk
frelk
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E(X1 | X2 > X3) for (X1,X2,X3) multivariate normal

I'd like a closed form solution for E(X1 | X2 > X3) where (X1, X2, X3) is multivariate normal with possibly arbitrary mean vector and covariance matrix.

The conditional distribution f(X1 | X2, X3) is easy to get in closed form, but I am not sure if there is a closed-form solution to handling conditioning on the event X2 > X3. Any help would be appreciated!