Suppose that $c$ is normally distributed with mean 0 and variance $\Sigma_c$. Is there a formula for the following: \begin{equation} \int_{-\infty}^{\infty} \frac{n(a+b\cdot c)}{1-N(a+b\cdot c)}\cdot\left(\frac{1}{\sqrt{2\cdot\pi\cdot\Sigma_c}}\cdot e^{-\frac{c^2}{2\cdot\Sigma_c}}\right)dc \end{equation} which, I believe, is effectively the expected value of a Mills Ratio evaluated at a linear transformation of c which is normally distributed: $E[E_c[x|x>c]]$ for x normally distributed with some nonzero mean, $m$, and variance $V$. Any insights on this would be greatly appreciated. Thank you!
2026-04-15 13:13:51.1776258831
The Expected Mills Ratio where $c$ is Normally Distributed
135 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in NORMAL-DISTRIBUTION
- Expectation involving bivariate standard normal distribution
- How to get a joint distribution from two conditional distributions?
- Identity related to Brownian motion
- What's the distribution of a noncentral chi squared variable plus a constant?
- Show joint cdf is continuous
- Gamma distribution to normal approximation
- How to derive $E(XX^T)$?
- $\{ X_{i} \}_{i=1}^{n} \thicksim iid N(\theta, 1)$. What is distribution of $X_{2} - X_{1}$?
- Lindeberg condition fails, but a CLT still applies
- Estimating a normal distribution
Related Questions in EXPECTATION
- Prove or disprove the following inequality
- Show that $\mathbb{E}[Xg(Y)|Y] = g(Y) \mathbb{E}[X|Y]$
- Need to find Conditions to get a (sub-)martingale
- Expected Value of drawing 10 tickets
- Martingale conditional expectation
- Variance of the integral of a stochastic process multiplied by a weighting function
- Sum of two martingales
- Discrete martingale stopping time
- Finding statistical data for repeated surveys in a population
- A universal bound on expectation $E[X^ke^{-X}]$
Related Questions in INDEFINITE-INTEGRALS
- Closed form of integration
- How to find $\int \sqrt{x^8 + 2 + x^{-8}} \,\mathrm{d}x$?
- Find the integral $\int\sqrt{\frac{1-\sqrt{x}}{1+\sqrt{x}}}\,dx.$
- Integrate $\int \frac {x^4}{\sqrt {x^2-9}} \,dx$
- Integral of $\frac{1}{2x}$.
- Contradictory results of the integral of an odd function
- Integrate $\int \frac{x+2}{(x^2+3x+3) \sqrt{x+1}} dx$
- Evaluation of Integral $\int \frac{x^2+1}{\sqrt{x^3+3}}dx$
- Integral of a Polynomial in Square Root
- Using a substitution of a square of a trigonometric function.
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?