Does mean of a random variable $\mu=E[X]$ devide conditional mean in half, in a sense that
$$ | E]X*1\{X<\mu\}] | = | E[X*1\{X>\mu\}] |$$
or is this only true for symmetric distributions?
Does mean of a random variable $\mu=E[X]$ devide conditional mean in half, in a sense that
$$ | E]X*1\{X<\mu\}] | = | E[X*1\{X>\mu\}] |$$
or is this only true for symmetric distributions?
Not true in general. Let $X$ take values $1$ and $2$ with ptobabilites $\frac 1 3$ and $\frac 2 3$. Then EX=$\frac 5 3$, LHS is $\frac 1 3$ and RHS is $\frac 4 3$