List questions from conditional-expectation

Published on 07 May 2026 - 12:48

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Show that $\mathbb{E}[Xg(Y)|Y] = g(Y) \mathbb{E}[X|Y]$

Published on 07 May 2026 - 15:14

86

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How to prove that $E_P(\frac{dQ}{dP}|\mathcal{G})$ is not equal to $0$

Published on 05 May 2026 - 12:15

70

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Inconsistent calculation for conditional expectation

Published on 05 May 2026 - 1:14

91

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Obtaining expression for a conditional expectation

Published on 05 May 2026 - 5:56

110

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$E\left(\xi\text{|}\xi\eta\right)$ with $\xi$ and $\eta$ iid random variables on $\left(\Omega, \mathscr{F}, P\right)$

Published on 07 May 2026 - 7:42

187

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Martingale conditional expectation

Published on 29 Apr 2026 - 12:06

177

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What is $\mathbb{E}[X\wedge Y|X]$, where $X,Y$ are independent and $\mathrm{Exp}(\lambda)$- distributed?

Published on 07 May 2026 - 15:27

105

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$E[X|X>c]$ = $\frac{\phi(c)}{1-\Phi(c)}$ , given X is $N(0,1)$ , how to derive this?

Published on 07 May 2026 - 8:50

52

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Simple example dependent variables but under some conditions independent

Published on 07 May 2026 - 11:33

3.6k

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Prove tower property of conditional expectation $\mathbb{E}[\mathbb{E}[X|Y,W]| Y = y] = \mathbb{E}[X|Y = y]$

Published on 02 May 2026 - 18:19

3.4k

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Is this a fair game (three players throw dice)?

Published on 02 May 2026 - 19:36

612

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Conditional mean of x given y>0 for normal distributions

Published on 10 May 2026 - 11:20

32

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When do 2 distribution on the real line is close?

Published on 10 May 2026 - 11:19

186

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The implication of law of iterated expectations

Published on 10 May 2026 - 11:21

List Question

Expectation involving bivariate standard normal distribution

Show that $\mathbb{E}[Xg(Y)|Y] = g(Y) \mathbb{E}[X|Y]$

How to prove that $E_P(\frac{dQ}{dP}|\mathcal{G})$ is not equal to $0$

Inconsistent calculation for conditional expectation

Obtaining expression for a conditional expectation

$E\left(\xi\text{|}\xi\eta\right)$ with $\xi$ and $\eta$ iid random variables on $\left(\Omega, \mathscr{F}, P\right)$

Martingale conditional expectation

What is $\mathbb{E}[X\wedge Y|X]$, where $X,Y$ are independent and $\mathrm{Exp}(\lambda)$- distributed?

$E[X|X>c]$ = $\frac{\phi(c)}{1-\Phi(c)}$ , given X is $N(0,1)$ , how to derive this?

Simple example dependent variables but under some conditions independent

Prove tower property of conditional expectation $\mathbb{E}[\mathbb{E}[X|Y,W]| Y = y] = \mathbb{E}[X|Y = y]$

Is this a fair game (three players throw dice)?

Conditional mean of x given y>0 for normal distributions

When do 2 distribution on the real line is close?

The implication of law of iterated expectations

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