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Thread: Conditional Mean

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    Conditional Mean




    Given a normal distributed random variable X ~ N(0, 1).

    Formula for
    E(X| X> 0)
    E(X| X> 1)
    E(X| X> 2)
    ... ?

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    Consuli
    Prediction is very difficult, especially about the future. (Niels Bohr)

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    Re: Conditional Mean

    Hello Dason!

    Using the keywords from your link (and replacing "univariate gaussian" by "normal distribution") I have found another approach.

    Is it also possible to use the more easy appearing integration approach and to calculate the expected mean by dividing the Area of the Gaussian Integral by the avarage density over this integration interval?

    Thanks
    Consuli
    Last edited by consuli; 07-30-2017 at 02:16 PM.
    Prediction is very difficult, especially about the future. (Niels Bohr)

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    Re: Conditional Mean


    Dason, you played a fun on me, trying to lay this survival function easter egg, right? Really brilliant. Next time, if you do not use such a complicated formula, maybe I will fall into the trap.
    Prediction is very difficult, especially about the future. (Niels Bohr)

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