Is expected value $E[X_1;X_1leq X_2]= E[X_1;X_1< X_2]$Find $E(X_1|X_2leq x_2, X_3leq x_3)$ where $(X_1,X_2,X_3)$ is multivariate normalConditional expectation: $E[X_1 X_2mid X_1 + X_2 X_3]$Probability and expectation of three ordered random variablesFind the value of $mathbbE(X_1+X_2+ldots+X_N)$ of i.i.d random variables $X_i$s.Verifying calculation inside an expected value problemLet $X_1,X_2,X_3$ be iid. U($0,1$) random variables. Then what will be the value of $E(fracX_1+X_2X_1+X_2+X_3$)?Throw a dice-expected value.Finding conditional expectation $E[X_1 | X_2 = x_2]$Expected value- $E(1/3)^t$Expected value of $Z=X_1+X_2$ if $X_1<X_3$.and $Z=X_1$ if $X_3leq X_1$
Is it true that real estate prices mainly go up?
Is "history" a male-biased word ("his+story")?
What is the meaning of triple curly braces in phtml template files? When and how do we use them?
Solving "Resistance between two nodes on a grid" problem in Mathematica
Why don't MCU characters ever seem to have language issues?
Good for you! in Russian
A question on the ultrafilter number
Does a Catoblepas statblock appear in an official D&D 5e product?
"One can do his homework in the library"
MTG: Can I kill an opponent in response to lethal activated abilities, and not take the damage?
Should QA ask requirements to developers?
Algorithm to convert a fixed-length string to the smallest possible collision-free representation?
Why is there a voltage between the mains ground and my radiator?
PTIJ: Why can't I eat anything?
How much stiffer are 23c tires over 28c?
Am I not good enough for you?
They call me Inspector Morse
If the Captain's screens are out, does he switch seats with the co-pilot?
Why does Deadpool say "You're welcome, Canada," after shooting Ryan Reynolds in the end credits?
Do I really need to have a scientific explanation for my premise?
Finding algorithms of QGIS commands?
Do f-stop and exposure time perfectly cancel?
What to do when during a meeting client people start to fight (even physically) with each others?
What wound would be of little consequence to a biped but terrible for a quadruped?
Is expected value $E[X_1;X_1leq X_2]= E[X_1;X_1
Find $E(X_1|X_2leq x_2, X_3leq x_3)$ where $(X_1,X_2,X_3)$ is multivariate normalConditional expectation: $E[X_1 X_2mid X_1 + X_2 X_3]$Probability and expectation of three ordered random variablesFind the value of $mathbbE(X_1+X_2+ldots+X_N)$ of i.i.d random variables $X_i$s.Verifying calculation inside an expected value problemLet $X_1,X_2,X_3$ be iid. U($0,1$) random variables. Then what will be the value of $E(fracX_1+X_2X_1+X_2+X_3$)?Throw a dice-expected value.Finding conditional expectation $E[X_1 | X_2 = x_2]$Expected value- $E(1/3)^t$Expected value of $Z=X_1+X_2$ if $X_1<X_3$.and $Z=X_1$ if $X_3leq X_1$
$begingroup$
Let $X_1, X_2$ two independent random variables with PDF $f_X_i(x_i)$.
Is this formula is true
$$E[X_1;X_1leq X_2]=
int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
I am asking if the expected value
$$E[X_1;X_1leq X_2]= E[X_1;X_1< X_2]$$,
or
$$E[X_1;X_1< X_2]=E[X_1]-E[X_1;X_1leq X_2].$$
Thanks
conditional-expectation expected-value
asked 2 days ago
MonirMonir
368
$endgroup$
add a comment |
$begingroup$
Let $X_1, X_2$ two independent random variables with PDF $f_X_i(x_i)$.
Is this formula is true
$$E[X_1;X_1leq X_2]=
int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
I am asking if the expected value
$$E[X_1;X_1leq X_2]= E[X_1;X_1< X_2]$$,
or
$$E[X_1;X_1< X_2]=E[X_1]-E[X_1;X_1leq X_2].$$
Thanks
conditional-expectation expected-value
asked 2 days ago
MonirMonir
368
$endgroup$
add a comment |
$begingroup$
Let $X_1, X_2$ two independent random variables with PDF $f_X_i(x_i)$.
Is this formula is true
$$E[X_1;X_1leq X_2]=
int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
I am asking if the expected value
$$E[X_1;X_1leq X_2]= E[X_1;X_1< X_2]$$,
or
$$E[X_1;X_1< X_2]=E[X_1]-E[X_1;X_1leq X_2].$$
Thanks
conditional-expectation expected-value
asked 2 days ago
MonirMonir
368
$endgroup$
Let $X_1, X_2$ two independent random variables with PDF $f_X_i(x_i)$.
Is this formula is true
$$E[X_1;X_1leq X_2]=
int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
I am asking if the expected value
$$E[X_1;X_1leq X_2]= E[X_1;X_1< X_2]$$,
or
$$E[X_1;X_1< X_2]=E[X_1]-E[X_1;X_1leq X_2].$$
Thanks
conditional-expectation expected-value
conditional-expectation expected-value
asked 2 days ago
MonirMonir
368
asked 2 days ago
MonirMonir
368
asked 2 days ago
MonirMonir
368
asked 2 days ago
MonirMonir
368
asked 2 days ago
MonirMonir
368
368
add a comment |
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
If $X_1$ and $X_2$ are independent random variables with a densities then $PX_1=X_2=0$ so it is true that $E(X_1;X_1 leq X_2)=E(X_1;X_1 < X_2)$.
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
$endgroup$
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
add a comment |
Your Answer
StackExchange.ifUsing("editor", function ()
return StackExchange.using("mathjaxEditing", function ()
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix)
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
);
);
, "mathjax-editing");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3142277%2fis-expected-value-ex-1x-1-leq-x-2-ex-1x-1-x-2%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
If $X_1$ and $X_2$ are independent random variables with a densities then $PX_1=X_2=0$ so it is true that $E(X_1;X_1 leq X_2)=E(X_1;X_1 < X_2)$.
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
$endgroup$
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
add a comment |
$begingroup$
If $X_1$ and $X_2$ are independent random variables with a densities then $PX_1=X_2=0$ so it is true that $E(X_1;X_1 leq X_2)=E(X_1;X_1 < X_2)$.
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
$endgroup$
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
add a comment |
$begingroup$
If $X_1$ and $X_2$ are independent random variables with a densities then $PX_1=X_2=0$ so it is true that $E(X_1;X_1 leq X_2)=E(X_1;X_1 < X_2)$.
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
$endgroup$
If $X_1$ and $X_2$ are independent random variables with a densities then $PX_1=X_2=0$ so it is true that $E(X_1;X_1 leq X_2)=E(X_1;X_1 < X_2)$.
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
answered 2 days ago
Kavi Rama MurthyKavi Rama Murthy
66.6k53067
66.6k53067
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
add a comment |
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
Ok, is my formula is true $$E[X_1;X_1leq X_2]= int_x_2=0^inftyBig(int_x_1=0^x_2x_1 f_X_1(x_1)d x_1Big)f_X_2(x_2)dx_2$$
$endgroup$
– Monir
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
@Monir It is true provided the random variables are non-negative. In general the integrals start from $-infty$.
$endgroup$
– Kavi Rama Murthy
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
$begingroup$
Ok, thank you Prof Kavi Rama Murthy.
$endgroup$
– Monir
2 days ago
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3142277%2fis-expected-value-ex-1x-1-leq-x-2-ex-1x-1-x-2%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
