Does E[X] = 0 Imply That E[Y/X] = 0?

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Discussion Overview

The discussion revolves around the implications of having an expected value of a random variable X equal to zero, specifically whether this leads to the conclusion that the expected value of Y divided by X is also zero, given that Y is independent of X. The scope includes mathematical reasoning and exploration of independence in probability theory.

Discussion Character

  • Exploratory
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • Some participants propose that if E[X] = 0 and Y is independent of X, then E[Y/X] could be expressed as E[Y]E[1/X], but this does not provide a definitive answer without additional information about the distributions of X and Y.
  • One participant clarifies that the interpretation of E[Y/X] could be ambiguous, questioning whether it refers to the expected value of Y given X or the division of Y by X.
  • Another participant asserts that if X is symmetric and E[X] = 0, then it seems intuitive that E[Y/X] might also equal zero, but this requires showing that E[1/X] = 0 under these conditions.
  • A later reply notes that if the possible values of X include zero, then E(1/X) may not exist, complicating the argument regarding symmetry.

Areas of Agreement / Disagreement

Participants express differing interpretations of the notation E[Y/X] and whether the conditions provided lead to a definitive conclusion. There is no consensus on whether E[Y/X] = 0 follows from E[X] = 0.

Contextual Notes

There are limitations regarding the assumptions about the distributions of X and Y, particularly concerning the existence of E(1/X) when X can take on the value of zero.

areslagae
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E[x] = 0 => e[y/x] = 0 ? (division, not cond prob)

I have E[X] = 0.

Does this imply that E[Y/X] = 0, for Y independent of X?

 
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Write out the joint distribution, find the required marginal distribution, and check. (No, you don't need to know the specific forms of the distributions.)
 
areslagae said:
I have E[X] = 0.

Does this imply that E[Y/X] = 0, for Y independent of X?
If Y is independent of X, then E(Y/X) = E(Y)E(1/X), so you really don't know what the result is unless you have more information about the distributions of X and Y.
 
Okay, my old eyes may be guilty of misreading the OP.

Does E[Y/X] mean

[tex] E[\frac Y X][/tex]

(Y divided by X)

or is it

[tex] E[Y \mid X][/tex]

(expected value of Y GIVEN X)?

My response was made under the assumption that a conditional expectation was desired. If that is not the case, I'm not sure any other answer could possibly be more incomplete or incorrect than mine.
 
I actually mean division.

So, if E[X] = 0, does E[Y/X] = 0 follow, for Y independent of X?

Additionally, I have that X is symmetric.

Intuitively, it seems that this does hold.

E[Y/X] = E[Y] E[1/X] (X and Y are independent)

So, it remains to be shown that, if E[X]=0, and X is symmetric, then E[1/X]=0.

Is this trivial? Since the PDF of X is symmetric around 0, the PDF of 1/X will be symmetric around zero. Is this argument correct?
 
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If you exclude an interval around 0 for possible values of X, then the symmetry will work. However if 0 is a possible value for X, E(1/X) may not exist.
 
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