Suppose we have a random variable $X$ which can take negative values. I am wondering if it is possible to find exact or high-probable lower and bounds for $\mathbb{E}(X|X\ge a)$ based on $a$, $var(X)$ or $\mathbb{E}(x)$ assuming that $a$ is positive and $p$-quantile.
2026-04-03 00:15:17.1775175317
Lower and upper bounds on conditional expected value.
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