Maybe I have not stated the question clearly. A positive random variable X varies in the range [a,b] with pdf f_X(x). Suppose a real number r greater than a and less than b, i.e. a<r<b. A value of the random variable will fall in the range [a,r] or the range [r,b]. Define the event
A = value of random variable falls in the range [a,r]; B = value of random variable falls in the range [r,b]; Then, how to compute the expected value of X with the value in the range [a,r] and in the range [r,b]. namely, to find E(X|A) and E(X|B) Thanks in advance! . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
