# Math Help - Conditional Expectation

1. ## Conditional Expectation

I am trying to figure out the following problem but I don't understand exactly how to deal with the conditional expectation. If $X$ is a random variable with CDF $F(x)$ then what is $E[ X | X > w]$?

2. I believe it's just

${E(XI(X>w))\over P(X>w)}= {\int_w^{\infty}xf(x)dx\over 1-F(w)}$

where the I is an indicator function, which is one when X exceeds w.
So you're just integrating X over the region w to infinity.