# Questions tagged [conditional-expectation]

A conditional expectation is the expectation of a random variable, given information on another variable or variables (mostly, by specifying their value).

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### AR(1) Process and Infinite Geometric Series

I'm doing an assignment and I've been told that ln(real consumption) has a unit root and is an I(1) process and that real consumption is given by: I've also been told that: Part A I need to derive ...
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### Conditional expectation with multiple random variables

I'm trying to understand the solution to a problem from A First Course in Probability (Ross): There are two misshapen coins in a box; their probabilities for landing on heads when they are flipped ...
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### What is the expectation of the exponential distribution multiplied by indicator function?

I am reading the research paper [A New Bayesian Lasso], where $u$ has the distribution The expectation of $u_j$ is given by $$\frac{1}{\lambda}+|\beta_j|$$. I know that the term $\frac{1}{\lambda}$ ...
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### What is the meaning of a quantile regression model that predicts the conditional mean?

What does that phrase "quantile regression model that predicts the conditional mean" mean? How to interpret that? I found it in Liu et al. (2020). The authors have compared the results of ...
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### calculate combination of matrix of probabilities (win rate ranking in game)

Let imagine we have a game with 4 players. And after playing game, we will get ranking of 4 players based on their score, rank 1 is the best, rank 4 is the worst. I have created a model for predicting ...
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### If $X\in\{0,1\}$, then $\frac{cov(X,Y)}{Var(X)}=\mathbb{E}(Y|X=1)-\mathbb{E}(Y|X=0)$

If $X\in\{0,1\}$, then $\frac{cov(X,Y)}{Var(X)}=\mathbb{E}(Y|X=1)-\mathbb{E}(Y|X=0)$ I have no idea what to address with the conditional expectation part. Thank you for any comments, someone has ...
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