List questions from conditional-expectation

Published on 09 Aug 2018 - 1:14

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Is "Covariance is 0" equivalent to "Conditional Expectation equals Unconditional Expectation"?

Published on 25 Mar 2026 - 9:25

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Conditional expectation of $\mathbf1[X_1=0]\mid X_1+\cdots+X_n$ where $X_i$'s are i.i.d Poisson RVs

Published on 13 Aug 2018 - 15:12

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Conditional Expectation of Bernoulli R.V.

Published on 13 Aug 2018 - 18:18

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Showing $E(S^2\mid \bar X)=\bar X$ for i.i.d Poisson random variables $X_i$

Published on 26 Mar 2026 - 11:04

120

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Markov Property and FDDs

Published on 25 Mar 2026 - 19:01

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Derivation of the Safety Stock Formula on Wikipedia

Published on 27 Mar 2026 - 3:43

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How to find the expected number of moves?

Published on 17 Aug 2018 - 7:44

241

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Prove that $\forall j,k \in \{1, ..., N\}, \ \forall {n \in \mathbb N}, p^n_{j,k}=\langle T^n e_k,e_j \rangle$.

Published on 26 Mar 2026 - 21:10

70

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Expected value, given the sum of the random variable of interest, and another RV?

Published on 20 Aug 2018 - 2:53

310

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Show that if $X$ and $Y$ are independent then $E_X(g(X,Y))=E(g(X,Y)|Y).$

Published on 22 Aug 2018 - 8:56

38

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Expectation over mixing distribution

Published on 26 Mar 2026 - 19:15

112

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How to define $\mathbb{E}[X|X<y]$ formally

Published on 27 Mar 2026 - 7:12

68

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Prove or disprove: If $X | U$ is independent of $Y | V$, then $E[XY|U,V] = E[X|U] \cdot E[Y|V]$.

Published on 22 Mar 2026 - 13:18

458

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Conditional expectation given past equals zero implies covariance of zero?

Published on 25 Mar 2026 - 10:52

List Question

Iterated expectations conditional on an event

Is "Covariance is 0" equivalent to "Conditional Expectation equals Unconditional Expectation"?

Conditional expectation of $\mathbf1[X_1=0]\mid X_1+\cdots+X_n$ where $X_i$'s are i.i.d Poisson RVs

Conditional Expectation of Bernoulli R.V.

Showing $E(S^2\mid \bar X)=\bar X$ for i.i.d Poisson random variables $X_i$

Markov Property and FDDs

Derivation of the Safety Stock Formula on Wikipedia

How to find the expected number of moves?

Prove that $\forall j,k \in \{1, ..., N\}, \ \forall {n \in \mathbb N}, p^n_{j,k}=\langle T^n e_k,e_j \rangle$.

Expected value, given the sum of the random variable of interest, and another RV?

Show that if $X$ and $Y$ are independent then $E_X(g(X,Y))=E(g(X,Y)|Y).$

Expectation over mixing distribution

How to define $\mathbb{E}[X|X<y]$ formally

Prove or disprove: If $X | U$ is independent of $Y | V$, then $E[XY|U,V] = E[X|U] \cdot E[Y|V]$.

Conditional expectation given past equals zero implies covariance of zero?

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