Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Suppose X is a multivariate normal variable X M V N ( 0 , x ) and Y = I ( X > 0 )

Suppose X is a multivariate normal variable XMVN(0,x) and Y=I(X>0) (i.e, yi=1 if xi>0 and yi=0 if not).

Is there a closed form for conditional expectation of X over a given value of Y, i.e., E[XI(X>0)=y] ?

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Functional Analysis And The Feynman Operator Calculus

Authors: Tepper L Gill, Woodford W Zachary, Zachary Woodford

1st Edition

331927595X, 9783319275956

More Books

Students also viewed these Mathematics questions

Question

8. What values do you want others to associate you with?

Answered: 1 week ago