Originally Posted by

**Moo** Hi !

Okay, this problem has been bugging me... I guess I have some problems with conditional things :(

Let X and Y two independent rv's, both following a uniform distribution over [0,1]

Define $\displaystyle Z=\max\{0,Y-X\}$

Find the conditional expectation $\displaystyle \mathbb{E}[Z|X]$. Then find the conditional distribution of Z such that X=x.

hem... I was thinking about splitting the expectation and keeping the part where Y>X (since it's 0 elsewhere).

But I'm drawing a blank there (Crying)