Recent content by Obie

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    Conditional expectations question

    I have a simple-seeming question on conditional expectation. It seems simple, but it has eluded my attempt to answer. Suppose that two jointly distributed random variables (X,Y) exist with support on positive real line. From these, it is possible to construct a new random variable, Z=E[X|Y]...
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    Question about a property of pdfs

    Thamks so much. I guess I thought it was going to be more complicated than it actually is!
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    Question about a property of pdfs

    Hi Uart. Thanks for taking the time to reply. I apologize for the confusing phrasing of the question. Please allow me to rephrase the question in a more precse way. Consider two Random Variables X1, X2, with the same support, for which E[X1]<E[X2]. Let the CDF of X1 be F1 and the cdf of X2...
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    Question about a property of pdfs

    I've encountered this question in some theoretical work I've been doing. Suppose you have two pdfs fH(x) and fL(x) with the same support (bounded or infinite... you can assume whatever you want about it). Suppose that the expected value of a random variable with pdf fL(x) is greater than the...
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