Consider a Gaussian random variable, X, with mean /i and variance o7. Find E[X |X >fu+a] Consider a Gaussian ra...

Question

Question

Consider a Gaussian random variable, X, with mean /i and variance o7. Find E[X |X >fu+a]

Answer 1

Answer #1

$Observe that for a h > 0 and x > p+a, Р(# < X < т +hnX> +o) P(X> Р(< X <т+h\X > н+о) I+h Г Sx () dat P(X> 1 lim 3P(a < X <тt$

Answer 2

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