Recent content by redflame34

  1. R

    Calculating Conditional Expectation for IID Normal Variables

    If I have x1,x2 iid normal with N(0,1) and I want to find E(x1*x2 | x1 + x2 = x) Can I simply say: x1 = x - x2 and thus E(x1*x2 | x1 + x2 = x) = E[ (x - x2)*x2) = E[ (x * x2) - ((x2)^2) ] <=> x*E[x2] - E[x2^2] = 0 - 1 = -1?
  2. R

    Summation of geometric number of iid exponentially distributed random variables

    Hello, I am having difficulty approaching this problem: Assume that K, Z_1, Z_2, ... are independent. Let K be geometrically distributed with parameter success = p, failure = q. P(K = k) = q^(k-1) * p , k >= 1 Let Z_1, Z_2, ... be iid exponentially distributed random variables with...
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