- #1
redflame34
- 2
- 0
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?
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?