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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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What is the multivariate distribution of $(X_1, \ldots, X_n | X_1+ \dotsm + X_n = y)$?

What is the multivariate distribution of $(X_1, \ldots, X_n | X_1+ \dotsm + X_n = y)$, given $y$ and that $X_i$ is (otherwise; without being given $y$) unconditionally independently normally distribut …
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