I am wondering how to find an expression for $E[X | Y \geq a]$ for $X \sim N(\mu_X, \sigma_X^2)$ and $Y \sim N(\mu_Y, \sigma_Y^2)$ and a given constant $a \in R$ in the case that $X$ and $Y$ are not independent?
2026-03-26 09:40:34.1774518034
How to find the conditional expectation of dependent random variables?
121 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in CONDITIONAL-EXPECTATION
- 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
Related Questions in BIVARIATE-DISTRIBUTIONS
- Expectation involving bivariate standard normal distribution
- Finding the conditional probability given the joint probability density function
- Find the density function of the sum $(X,X+Y)$.
- Variance of Z = max(X,Y) where X Y are jointly bivariate normal
- What is wrong with the following approach of obtaining the joint distribution function.
- Expectation for Trinomial distribution
- Covariance matrix of $(\bar{X}, \bar{X^2})$
- Is the joint distribution of any two uncorrelated normally distributed random variables bivariate normal?
- Are uncorrelated linear combinations of the elements of a multivariate normal distribution always independent of each other?
- Joint normal and exponential
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?