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Results tagged with conditional-expectation
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user 302567
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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Correlation and expected values
Consider two random variables, $x$ and $y$. Denote the correlation between them by $\rho$. Assume that $E[x]$ is also a function of some parameter $\pi$ and is increasing in $\pi$. So if we increase $ …
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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 i …
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Condition Random Variable on Range of Another Random Variable [duplicate]
Assume that $v_s \sim N(\mu_s,\sigma_s^2)$ and $v_b \sim N(\mu_b,\sigma_b^2)$, denote their correlation by $\rho$, and assume they are jointly normally distributed. How would I assess $E[v_b|v_s\leq c …
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