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Quant版 - how to calculate E[X|X]?
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话题: calculate话题: any话题: most话题: corollary话题: known
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1 (共1页)
o****e
发帖数: 80
1
thanks...
d*j
发帖数: 13780
2
X
given X , or X is known, what is the value of X ?
o****e
发帖数: 80
3
Thanks, is there any good books about conditional expectation /prob, i am
very confused.

【在 d*j 的大作中提到】
: X
: given X , or X is known, what is the value of X ?

s****y
发帖数: 390
4
co-ask
say:
E[X|X>c] X- normal random variable
h****n
发帖数: 92
5
把xf(x)从c积分到正无穷,再除以1-F(c).这里f(x)是pdf,F(x)是cdf
不知道对不对

【在 s****y 的大作中提到】
: co-ask
: say:
: E[X|X>c] X- normal random variable

g*******o
发帖数: 156
6
Any advanced probability book based on measure theory!
Most time, this will be shown as a corollary from the definition of E[X|Y]

【在 o****e 的大作中提到】
: Thanks, is there any good books about conditional expectation /prob, i am
: very confused.

1 (共1页)
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[合集] Two Questionswhat distribution is this?
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话题: calculate话题: any话题: most话题: corollary话题: known