- #1

Sandbo

- 18

- 0

## Homework Statement

Given that X and Y are i.i.d. r.v, and E[X]<infinity.

Any idea how to prove that E[X/X+Y]=E[Y/X+Y]=(X+Y)/2?

## Homework Equations

## The Attempt at a Solution

I know that E[X] or E[Y] are constants, how come it now says E[X/X+Y] = (X+Y)/2 which is a r.v.?

and for X and Y being independent, E[XY]=E[X]E[Y], but now it is E[X/X+Y], which I think it means E[X/(X+Y)], the upper and lower aren't independent, we cannot write E[X]/E[X+Y]........no idea where to begin with.

Any help is appreciated.