# Conditional expectation of two random variables

Suppose we have $$X \sim Exp(4)$$ and $$Y \sim N(0,1)$$ which are independent.

What can we say about $$\mathbb{E}[X|Y]$$?

• if they are independent then $E(X|Y) = E(X)$. Can you take it from there? – Do not reinstate Monica Nov 18 '20 at 18:50