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Expected value of X given Y is less than some constant [duplicate]

Here is the problem I'm trying to work out: Let $v_b,v_s$ be jointly normally distributed random variables with pdf $f(v_b,v_s)$. I want to work out $E[v_b|v_s\leq\pi]$ for some constant $\pi$. Here ...
Dmlawton's user avatar
3 votes
1 answer
4k views

What is the expected value of half a standard normal distribution?

You have a normal distribution with mean of 0 and variance of 1. Keeping the same probabilities and focusing only on half of the distribution (other half has it's original probabilities but x values ...
confused's user avatar
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0 answers
585 views

Expectation of the inverse of $\textbf{z} \textbf{z}^{H}$ where $\textbf{z}$ is a complex Gaussian vector

Considering the vector $\textbf{z} \sim \mathcal{CN}(\textbf{0}_{M},\Theta_{M \times M})$, what would be the expectation of $\frac{1}{\textbf{z} \textbf{z}^{H}}$, i.e., $\mathbb{E} \left\lbrace \frac{...
Felipe Augusto de Figueiredo's user avatar
0 votes
1 answer
72 views

Help to understand this. Expected value of $S^\alpha$ in Gaussian distribution [closed]

Lets $X_1,\cdots,X_n$ be simple random sample from $\mathcal{N}(\mu,\sigma)$. $\overline{x}$ is sample mean. Let $$S^2=\begin{cases}\sum_{i=1}^n (x_i-\mu)^2, \mathrm{ where\ } \mu \mathrm{\ is\ ...
ann's user avatar
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22 votes
3 answers
186k views

How to calculate the expected value of a standard normal distribution?

I would like to learn how to calculate the expected value of a continuous random variable. It appears that the expected value is $$E[X] = \int_{-\infty}^{\infty} xf(x)\mathrm{d}x$$ where $f(x)$ is the ...
mmh's user avatar
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