Question

Compute $\operatorname{cov}(X, \max(X,Y))$ and $\operatorname{cov}(X, \min(X,Y))$ when $X$ and $Y$ are standard normal

score 1.9k · Answer 1 · 2013-02-19 01:26:58

1.9k

Views

Compute $\operatorname{cov}(X, \max(X,Y))$ and $\operatorname{cov}(X, \min(X,Y))$ when $X$ and $Y$ are standard normal

Published on 19 Feb 2013 - 1:26

score 945 · Answer 2 · 2013-03-09 20:30:02

945

Views

Conditional expectation in the case of $\mathcal{A}=\{\emptyset,\Omega,A,A^c\}$

Published on 09 Mar 2013 - 20:30

score 248 · Answer 3 · 2013-03-11 08:23:10

248

Views

Find $\mathbb{E}(W_{1}|\min(W_{1},W_{2}))$ for $W_1$ and $W_2$ i.i.d. exponential

Published on 11 Mar 2013 - 8:23

score 111 · Answer 4 · 2026-04-13 13:40:36

111

Views

Conditional Expectation Properties

Published on 13 Apr 2026 - 13:40

score 72 · Answer 5 · 2020-08-04 03:02:40

72

Views

Why $\mathbb E\Big(\big(X-\mathbb E(X|Y )\big)^2\Big)\le 2\mathbb E\left(X^2\right)$?

Published on 04 Aug 2020 - 3:02

score 127 · Answer 6 · 2020-08-04 10:38:58

127

Views

Show that $E[f(X,Y)\lvert \mathcal{G}]= E[f(X,Y)]$ a.s. confusion on the $\sigma-$algebra

Published on 04 Aug 2020 - 10:38

score 192 · Answer 7 · 2026-04-12 17:14:12

192

Views

Why the equation $E(X \mid X=1000) = 1000$ is false, intuitively?

Published on 12 Apr 2026 - 17:14

score 147 · Answer 8 · 2020-08-05 17:41:18

147

Views

Conditional expected number of runs in a sequence of coin flips

Published on 05 Aug 2020 - 17:41

score 1.2k · Answer 9 · 2026-04-12 05:29:24

1.2k

Views

Are there applications of martingales other than in finance?

Published on 12 Apr 2026 - 5:29

score 65 · Answer 10 · 2026-04-13 03:19:55

65

Views

Can I always write $Y=E[Y|X]+\varepsilon$ where $E[\varepsilon|X]=0$?

Published on 13 Apr 2026 - 3:19

score 116 · Answer 11 · 2026-04-10 08:48:56

116

Views

How do you write the law of total expectation for a conditional expectation?

Published on 10 Apr 2026 - 8:48

score 354 · Answer 12 · 2026-04-11 22:05:11

354

Views

How to calculate the expected value of where the first dice roll is greater than the second dice roll?

Published on 11 Apr 2026 - 22:05

score 71 · Answer 13 · 2026-04-11 09:03:06

71

Views

Conditional expectation for bounded measurable functions

Published on 11 Apr 2026 - 9:03

score 106 · Answer 14 · 2026-04-11 12:04:25

106

Views

Show that $E(X)=E(X\mid \mathcal \{\varnothing, \Omega\})$

Published on 11 Apr 2026 - 12:04

score 164 · Answer 15 · 2026-04-13 11:06:09

164

Views

Conditional expectation on variable versus conditioning on an event

Published on 13 Apr 2026 - 11:06

List Question

Compute $\operatorname{cov}(X, \max(X,Y))$ and $\operatorname{cov}(X, \min(X,Y))$ when $X$ and $Y$ are standard normal

Conditional expectation in the case of $\mathcal{A}=\{\emptyset,\Omega,A,A^c\}$

Find $\mathbb{E}(W_{1}|\min(W_{1},W_{2}))$ for $W_1$ and $W_2$ i.i.d. exponential

Conditional Expectation Properties

Why $\mathbb E\Big(\big(X-\mathbb E(X|Y )\big)^2\Big)\le 2\mathbb E\left(X^2\right)$?

Show that $E[f(X,Y)\lvert \mathcal{G}]= E[f(X,Y)]$ a.s. confusion on the $\sigma-$algebra

Why the equation $E(X \mid X=1000) = 1000$ is false, intuitively?

Conditional expected number of runs in a sequence of coin flips

Are there applications of martingales other than in finance?

Can I always write $Y=E[Y|X]+\varepsilon$ where $E[\varepsilon|X]=0$?

How do you write the law of total expectation for a conditional expectation?

How to calculate the expected value of where the first dice roll is greater than the second dice roll?

Conditional expectation for bounded measurable functions

Show that $E(X)=E(X\mid \mathcal \{\varnothing, \Omega\})$

Conditional expectation on variable versus conditioning on an event

Trending Questions

Popular # Hahtags

Popular Questions