conditional expectation

  1. A

    Binomial expectation E(X|X>1)

    General case: X~B(n,p) I could integrate the product of x and pmf from 1 to infinity and divide it by the integral of just pmf from 1 to infinity to find it, but I'm really stuck since I can't do it due to the sophisticated pmf function of binomial. How can we find this expectation and...
  2. Y

    (URGENT!) Simulating expectations and a conditional expectation

    I need to simulate a conditional expectation of the form: E (Xi^2 /(||X||^2 +h) | R^2 = ||X-T||^2 + ||U||^2 , Zi^2= (Xi - Ti)^2) Where X~N(T,I_p), U ~N(0,I_n) and ||.|| being the euclidean norm, i found this result using the nadaraya-watson approximation (, but...
  3. O

    Solving a LogNormal Conditional expectation equation - Insurance

    Hi everyone, I am a newbie here and apologize if this post is in the wrong forum. I need help to solve the following LogNormal Conditional expectation equation for MuNew such that: (e^(MuNew + Sigma^2/2)*normcdf((-log(LowerLimit)+MuNew+Sigma^2)/Sigma)) / (1-logncdf(LowerLimit...
  4. S

    Conditional expectation of values higher than a threshold

    Hi there! I'm having some hard time dealing with a question that hopefully will look trivial to someone here: Considering a gaussian distributed random variable: x~N(m,v) and a arbitrarily selected threshold t; what is the expected value for this variable if only x>t are considered...
  5. S

    Conditional expectation of maximum given minimum of order statistics

    Let we have $X_1 ... X_n$ - iid random variables with $F(x)$ - distribution function. So we have $X1:n$ and $Xn:n$ - minimum and maximum. Help me please with counting conditional expectation $E(Xn:n|X1:n=x$) in terms of $F(x)$ ?
  6. B

    area under curve normal distribution

    Two issues, that I am confused about after reading statistics books. Example: weight of an adult is normally distributed with mean of 180 lbs and std dev of 20 lbs. 1) is the area under the curve equal to 100% or would the area be equal to the mean? The descriptions I see in statistics...
  7. L

    Name for the expression E(Y|X)*Prob(X)

    I am working with a term which is an expectation conditional on an event, multiplied by the probability of the event occuring. For example, the term might be int_{-inf}^0 x f(x). Obviously this is not an expectation since int_{-inf}^0 f(x) < 1, but I need to give it a name. I'm...
  8. B

    Conditional expectation

    Good afternoon, I have to calculate the expected value of a logistic distribution given that the values are above a given constant (lets say 0). So far I have done it numerically by programming a generator of random numbers coming from a logistic distribution and then taking the average of those...