Upper bounds for $\mathbb E[X | X+Y = z]$

71 Views Asked by At

Suppose that you have two random variables $X$ and $Y$, of unknown distribution and that are not independent but uncorrelated. Both $X$ and $Y$ have zero expectation.

I am looking for upper bounds or statements about $$ \mathbb{E}[X\,|\,X+Y=z]. $$

The case for Gaussianity is addressed here.

Thanks!