Expectation of conditional normal random variablesconditional expectations for independent random...
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Expectation of conditional normal random variables
conditional expectations for independent random variablesExpectation of random variablesShow Independence of two random variables $X$ and$Y$Conditional expectation of independent random variablesHow to find the CDF of the sum of independent uniformly distributed random variables?Conditional probability for two normal distributed variables.Conditional Expectation as a random variable of independent rendom variablesConditional Expectation of random sum of independent random variables (when $N$ and $X_i$ are dependent)Conditional Expectation of Random Variables.A specific question in conditional expectation with mixed discrete and continuous random variables
$begingroup$
I need help with a question in probability.
If X,Y are independent N(0,1) random variables. What is E(X-Y| X>Y)
All help would be much helpful.
probability
$endgroup$
add a comment |
$begingroup$
I need help with a question in probability.
If X,Y are independent N(0,1) random variables. What is E(X-Y| X>Y)
All help would be much helpful.
probability
$endgroup$
1
$begingroup$
Welcome to MSE. Please read this text about how to ask a good question.
$endgroup$
– José Carlos Santos
Mar 15 at 8:31
1
$begingroup$
$Z=X-Y$ is itself normal. Can you compute $E(Z|Z>0)$?.
$endgroup$
– Kavi Rama Murthy
Mar 15 at 8:43
$begingroup$
I tried to preform that transformation using the transformation theorem setting X=U Z=X-Y. However, I got stuck when trying to get the marginal distribution of Z.
$endgroup$
– Two-norm
Mar 15 at 9:29
$begingroup$
Please include your work, whatever you have done, in the post itself. The fact that $X-Y$ is again normal follows from a general result.
$endgroup$
– StubbornAtom
Mar 15 at 10:23
add a comment |
$begingroup$
I need help with a question in probability.
If X,Y are independent N(0,1) random variables. What is E(X-Y| X>Y)
All help would be much helpful.
probability
$endgroup$
I need help with a question in probability.
If X,Y are independent N(0,1) random variables. What is E(X-Y| X>Y)
All help would be much helpful.
probability
probability
asked Mar 15 at 8:27
Two-normTwo-norm
1
1
1
$begingroup$
Welcome to MSE. Please read this text about how to ask a good question.
$endgroup$
– José Carlos Santos
Mar 15 at 8:31
1
$begingroup$
$Z=X-Y$ is itself normal. Can you compute $E(Z|Z>0)$?.
$endgroup$
– Kavi Rama Murthy
Mar 15 at 8:43
$begingroup$
I tried to preform that transformation using the transformation theorem setting X=U Z=X-Y. However, I got stuck when trying to get the marginal distribution of Z.
$endgroup$
– Two-norm
Mar 15 at 9:29
$begingroup$
Please include your work, whatever you have done, in the post itself. The fact that $X-Y$ is again normal follows from a general result.
$endgroup$
– StubbornAtom
Mar 15 at 10:23
add a comment |
1
$begingroup$
Welcome to MSE. Please read this text about how to ask a good question.
$endgroup$
– José Carlos Santos
Mar 15 at 8:31
1
$begingroup$
$Z=X-Y$ is itself normal. Can you compute $E(Z|Z>0)$?.
$endgroup$
– Kavi Rama Murthy
Mar 15 at 8:43
$begingroup$
I tried to preform that transformation using the transformation theorem setting X=U Z=X-Y. However, I got stuck when trying to get the marginal distribution of Z.
$endgroup$
– Two-norm
Mar 15 at 9:29
$begingroup$
Please include your work, whatever you have done, in the post itself. The fact that $X-Y$ is again normal follows from a general result.
$endgroup$
– StubbornAtom
Mar 15 at 10:23
1
1
$begingroup$
Welcome to MSE. Please read this text about how to ask a good question.
$endgroup$
– José Carlos Santos
Mar 15 at 8:31
$begingroup$
Welcome to MSE. Please read this text about how to ask a good question.
$endgroup$
– José Carlos Santos
Mar 15 at 8:31
1
1
$begingroup$
$Z=X-Y$ is itself normal. Can you compute $E(Z|Z>0)$?.
$endgroup$
– Kavi Rama Murthy
Mar 15 at 8:43
$begingroup$
$Z=X-Y$ is itself normal. Can you compute $E(Z|Z>0)$?.
$endgroup$
– Kavi Rama Murthy
Mar 15 at 8:43
$begingroup$
I tried to preform that transformation using the transformation theorem setting X=U Z=X-Y. However, I got stuck when trying to get the marginal distribution of Z.
$endgroup$
– Two-norm
Mar 15 at 9:29
$begingroup$
I tried to preform that transformation using the transformation theorem setting X=U Z=X-Y. However, I got stuck when trying to get the marginal distribution of Z.
$endgroup$
– Two-norm
Mar 15 at 9:29
$begingroup$
Please include your work, whatever you have done, in the post itself. The fact that $X-Y$ is again normal follows from a general result.
$endgroup$
– StubbornAtom
Mar 15 at 10:23
$begingroup$
Please include your work, whatever you have done, in the post itself. The fact that $X-Y$ is again normal follows from a general result.
$endgroup$
– StubbornAtom
Mar 15 at 10:23
add a comment |
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1
$begingroup$
Welcome to MSE. Please read this text about how to ask a good question.
$endgroup$
– José Carlos Santos
Mar 15 at 8:31
1
$begingroup$
$Z=X-Y$ is itself normal. Can you compute $E(Z|Z>0)$?.
$endgroup$
– Kavi Rama Murthy
Mar 15 at 8:43
$begingroup$
I tried to preform that transformation using the transformation theorem setting X=U Z=X-Y. However, I got stuck when trying to get the marginal distribution of Z.
$endgroup$
– Two-norm
Mar 15 at 9:29
$begingroup$
Please include your work, whatever you have done, in the post itself. The fact that $X-Y$ is again normal follows from a general result.
$endgroup$
– StubbornAtom
Mar 15 at 10:23