Question

Let $(X,Y)$ be a Gaussian random vector with given means, variances and correlation, determine $E[X\mid X+Y]$ and $E[X\mid Y]$

score 681 · Answer 1 · 2020-05-13 11:38:46

681

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Let $(X,Y)$ be a Gaussian random vector with given means, variances and correlation, determine $E[X\mid X+Y]$ and $E[X\mid Y]$

Published on 13 May 2020 - 11:38

score 624 · Answer 2 · 2026-03-25 19:05:49

624

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Exercise on submartingales: is $\phi(X_n)$ a submartingale, given some assumptions on $(X_n)$? Is the following solution correct?

Published on 25 Mar 2026 - 19:05

score 370 · Answer 3 · 2020-05-14 12:39:46

370

Views

What does it mean to take expectation over X?

Published on 14 May 2020 - 12:39

score 156 · Answer 4 · 2026-03-28 17:40:23

156

Views

Expected number of turns for getting six 1's in six dice.

Published on 28 Mar 2026 - 17:40

score 48 · Answer 5 · 2020-05-15 08:55:57

48

Views

Is my proof for this equation regarding conditional expectations correct?

Published on 15 May 2020 - 8:55

score 142 · Answer 6 · 2020-05-15 09:11:46

142

Views

Prove the following conditions for conditional independence are equivalent

Published on 15 May 2020 - 9:11

score 243 · Answer 7 · 2020-05-15 09:22:39

243

Views

Expectation of a random variable conditioned on a random upper bound

Published on 15 May 2020 - 9:22

score 71 · Answer 8 · 2026-03-30 23:04:38

71

Views

Connection between zero covariance of two random variables and their conditional expectation

Published on 30 Mar 2026 - 23:04

score 40 · Answer 9 · 2020-05-17 18:17:09

40

Views

Is $E[Y|X=x]$ a random variable for random variables $X$ and $Y$

Published on 17 May 2020 - 18:17

score 66 · Answer 10 · 2020-05-17 21:03:20

66

Views

Are conditional expectation values the same if expectation values are the same?

Published on 17 May 2020 - 21:03

score 68 · Answer 11 · 2020-05-18 11:36:04

68

Views

Shouldn't conditional expectation be defined $P\lvert_{\mathcal{F}}$ almost surely rather than $P$ almost surely

Published on 18 May 2020 - 11:36

score 120 · Answer 12 · 2020-05-18 15:28:01

120

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Are conditional expectation values the same if expectation values are? Part II

Published on 18 May 2020 - 15:28

score 77 · Answer 13 · 2020-05-19 06:23:26

77

Views

Conditional expectation. Random sample.

Published on 19 May 2020 - 6:23

score 44 · Answer 14 · 2020-05-19 19:26:52

44

Views

Conditional Expectation, is this true?

Published on 19 May 2020 - 19:26

score 55 · Answer 15 · 2020-05-19 22:36:29

55

Views

Why is that $\mathbb{E}[X|A]\mathbb{P}(A)=\int x \mathbb{I}_{A} dP$?

Published on 19 May 2020 - 22:36

List Question

Let $(X,Y)$ be a Gaussian random vector with given means, variances and correlation, determine $E[X\mid X+Y]$ and $E[X\mid Y]$

Exercise on submartingales: is $\phi(X_n)$ a submartingale, given some assumptions on $(X_n)$? Is the following solution correct?

What does it mean to take expectation over X?

Expected number of turns for getting six 1's in six dice.

Is my proof for this equation regarding conditional expectations correct?

Prove the following conditions for conditional independence are equivalent

Expectation of a random variable conditioned on a random upper bound

Connection between zero covariance of two random variables and their conditional expectation

Is $E[Y|X=x]$ a random variable for random variables $X$ and $Y$

Are conditional expectation values the same if expectation values are the same?

Shouldn't conditional expectation be defined $P\lvert_{\mathcal{F}}$ almost surely rather than $P$ almost surely

Are conditional expectation values the same if expectation values are? Part II

Conditional expectation. Random sample.

Conditional Expectation, is this true?

Why is that $\mathbb{E}[X|A]\mathbb{P}(A)=\int x \mathbb{I}_{A} dP$?

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