How to compute [tex]E[X|Y1,Y2][/tex]?(adsbygoogle = window.adsbygoogle || []).push({});

Assume all random variables are discrete.

I tried [tex]E[X|Y1,Y2] = \sum_x{x p(x|y1,y2)[/tex] but I'm not sure how to compute [tex]p(x|y1,y2] = \frac{p(x \cap y1 \cap y2)}{p(y1 \cap y2)}[/tex]

If it is correct, how can I simplify the expression if Y1 and Y2 are iid?

**Physics Forums - The Fusion of Science and Community**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Conditional expectation on multiple variables

Loading...

Similar Threads - Conditional expectation multiple | Date |
---|---|

A Value at Risk, Conditional Value at Risk, expected shortfall | Mar 9, 2018 |

I Conditional Expectation Value of Poisson Arrival in Fixed T | Dec 21, 2017 |

A Conditional expectation and covariance of function of RVs | Jun 26, 2016 |

A Parameterizing conditional expectations (Gaussian case) | Mar 2, 2016 |

Optimizing Conditional Expectation | Sep 12, 2015 |

**Physics Forums - The Fusion of Science and Community**