Help With Expectation of Y(X) & X Following Gaussian Law

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The discussion focuses on the relationship between two random variables, Y and X, both of which follow a Gaussian distribution. The key question is under what conditions one can transition from E[Y(X)] to E[Y(E(X))]. A participant suggests using Bayes' Theorem to express P(Y|X') in terms of P(X) and P(R), where R accounts for other variables affecting Y. This approach assumes independence between X and R and aims to provide a more comprehensive understanding of Y's behavior given additional conditions.

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I have two random variables Y and X and Y is dependent of X, though X is not the only source of variability of Y. With fixed X=x, Y(x) follows gaussian law. X also follows gaussian law.

In what cases can I move from
E[ Y(X) ]

to
E[ Y(E(X))]

someone has any idea?
is there a text You recommend on the topic?
thanks..
 
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lode said:
I have two random variables Y and X and Y is dependent of X, though X is not the only source of variability of Y. With fixed X=x, Y(x) follows gaussian law. X also follows gaussian law.

In what cases can I move from
E[ Y(X) ]

to
E[ Y(E(X))]

someone has any idea?
is there a text You recommend on the topic?
thanks..

I think you mean E(Y|X).

Can you combine X and R where R ( for 'residual') includes all other extraneous conditions on Y? If so, then write P(X)+P(R)-P(X)P(R)=P(X') assuming X and R are independent.

Then use Bayes' Theorem:

P(Y|X')=P(X'|Y)P(Y)/P(X')

The validity if this approach assumes that P(Y|X') includes all conditions on Y.

EDIT: You could of course simply find P(Y|X) the same way, but this does not give you as good a description of the behavior of Y when you know of other conditions on Y. E(Y|X') is the value of Y|X' when P(Y|X') is maximal.
 
Last edited:

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