List questions from conditional-expectation

98

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If $X \sim Exp(1)$ and $Y \sim Exp(1)$, prove $(\frac{X}{Y}, Y)$ is continuos without using the change of variables theorem.

Published on 30 Mar 2026 - 12:22

77

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Urn has 100 balls, 60 black. Take 10 and put them back. $X_{n} = $ black balls in the previous extraction.

Published on 08 Jul 2016 - 17:31

1.9k

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Conditional expectation and independence on $\sigma$-algebras and events

Published on 09 Jul 2016 - 12:09

111

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How to deduce the expectation of a stochastic equation

Published on 29 Mar 2026 - 16:49

356

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Computing the expectation value of a stochastic process

Published on 29 Mar 2026 - 18:30

127

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Cnditional expectation of exponential on UDF

Published on 10 Jul 2016 - 20:24

70

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Finding the limit $\lim_{t\to ∞} \mathbb{E}[R_t]$ of an SDE

Published on 29 Mar 2026 - 18:32

53

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compute marginal

Published on 11 Jul 2016 - 3:00

68

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Basic query related to conditional expectation

Published on 12 Jul 2016 - 9:33

412

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Equality of a random variable implies equality on conditional expectation?

Published on 13 Jul 2016 - 11:15

563

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Conditional expectation of a product of random variables

Published on 30 Mar 2026 - 15:34

261

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Implications of conditional independence

Published on 15 Jul 2016 - 15:35

195

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Doob's submartingale theorem

Published on 31 Mar 2026 - 10:33

30

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Why do they add addition $\mathbb{E} (s_1^-)<\infty$ when they have $\{ s_n, \mathcal{F}_n,n\ge 1\}$ be a submartingale?

Published on 01 Apr 2026 - 12:51

2k

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Inverse Mills ratio for non normal distributions.

Published on 19 Jul 2016 - 13:28

List Question

If $X \sim Exp(1)$ and $Y \sim Exp(1)$, prove $(\frac{X}{Y}, Y)$ is continuos without using the change of variables theorem.

Urn has 100 balls, 60 black. Take 10 and put them back. $X_{n} = $ black balls in the previous extraction.

Conditional expectation and independence on $\sigma$-algebras and events

How to deduce the expectation of a stochastic equation

Computing the expectation value of a stochastic process

Cnditional expectation of exponential on UDF

Finding the limit $\lim_{t\to ∞} \mathbb{E}[R_t]$ of an SDE

compute marginal

Basic query related to conditional expectation

Equality of a random variable implies equality on conditional expectation?

Conditional expectation of a product of random variables

Implications of conditional independence

Doob's submartingale theorem

Why do they add addition $\mathbb{E} (s_1^-)<\infty$ when they have $\{ s_n, \mathcal{F}_n,n\ge 1\}$ be a submartingale?

Inverse Mills ratio for non normal distributions.

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