Hi,

The problem is in the attached PDF file.

Thanks.

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- January 25th 2007, 08:14 PMganibaConditional Expectation
Hi,

The problem is in the attached PDF file.

Thanks. - January 25th 2007, 11:27 PMCaptainBlack
- January 26th 2007, 05:36 AMCaptainBlack
I'm not sure where this will go, but lets start by expanding the integrals, as and are independent:

and:

Now we can observe that the region over which we are integrating in the first integral is the part of the x-y plane below and that in the second integral is that part of the plane above the same line.

Quite where to go from here I don't know:confused:

RonL - January 26th 2007, 06:50 AMganiba
- January 26th 2007, 06:59 AMCaptainBlack