Timeline for Expected value of a random variable conditioned on a positively correlated event

8 events

when toggle format	what		by	license	comment
May 21, 2019 at 16:45	vote	accept	Melika
May 20, 2019 at 20:41	comment	added	Iosif Pinelis		I have added the details you requested. The meaning is this: $Y:=\int_0^\infty dy\,1_{X>y,A}$ is a random variable (r.v., which is function of the r.v. $X$), and $E\int_0^\infty dy\,1_{X>y,A}$ is the expectation of the r.v. $Y$.
May 20, 2019 at 20:38	history	edited	Iosif Pinelis	CC BY-SA 4.0	added 170 characters in body
May 20, 2019 at 18:21	comment	added	Melika		Thanks for the answer! Can you please explain the second step in more detail? How do you get $𝐸 \int_{0}^{\infty } dy 1_{X>y,A}$ and what does that mean?
May 20, 2019 at 16:10	vote	accept	Melika
May 20, 2019 at 16:25
May 18, 2019 at 1:03	vote	accept	Melika
May 20, 2019 at 16:10
May 17, 2019 at 21:48	history	edited	Iosif Pinelis	CC BY-SA 4.0	added 228 characters in body
May 17, 2019 at 21:42	history	answered	Iosif Pinelis	CC BY-SA 4.0