Timeline for Conditional expectation of a product
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 12, 2011 at 13:33 | vote | accept | Apeirohedron | ||
| Sep 12, 2011 at 12:49 | comment | added | fabee | I updated the answer. If you know $\sigma_x$ and $\sigma_z$ then the above is your expectation (please double-check them before you use them for anything important). | |
| Sep 12, 2011 at 8:14 | history | edited | fabee | CC BY-SA 3.0 |
added 591 characters in body
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| Sep 12, 2011 at 7:26 | comment | added | Apeirohedron | What happens if the distributions are not independent? Sorry, I'm thinking through this again and I think I might have misunderstood. In fact, $Z$ and $X$ are unknown with distributions $Z$ ~ $N(0,\sigma_z^2)$ and $X$ ~ $N(0,\sigma_x^2)$. So Y is known but its components are not. I guess that means X and Y are not independent. | |
| Sep 12, 2011 at 7:02 | history | answered | fabee | CC BY-SA 3.0 |