Question on Expectation
September 16th, 2011 at 9:50:08 PM
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Let X and Y be random variables. Assume we know that
E(X|Y = 0) = 2 + (EX /2)
E(X|Y = 1) = 3
E(X|Y = 2) = EX -1
Assume further that P[Y = 0] = 0.5 and P[Y = 1] = P[Y = 2] = 0.25, what is EX?
I've worked out the answer to be 3. However I'm not too sure if it's correct.
Thanks in advance, people!
E(X|Y = 0) = 2 + (EX /2)
E(X|Y = 1) = 3
E(X|Y = 2) = EX -1
Assume further that P[Y = 0] = 0.5 and P[Y = 1] = P[Y = 2] = 0.25, what is EX?
I've worked out the answer to be 3. However I'm not too sure if it's correct.
Thanks in advance, people!
September 17th, 2011 at 7:14:26 PM
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Yes, 3.
I heart Crystal Math.
September 17th, 2011 at 8:31:04 PM
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Quote: CrystalMathYes, 3.
Thanks!
September 17th, 2011 at 8:32:30 PM
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You should be thanking me. Crystal copied off my paper, as usual !
September 19th, 2011 at 7:31:50 AM
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Are you a student taking Stochastic Processes from NUS?
