- #1
- 18
- 0
Given x,y and z are standard normal distributions with mean 0 and standard deviation 1. x,y and z are also statistically independent.
Find E{x|x+y+z=1}.
Find E{x|x+y+z=1}.
symmetry of x, y, and z. For example, interchanging x and y in E[x| x+y+z=1] to get E[y|y+x+z = 1] doesn't change its value.