I don't understand what the question is actually asking for. I've never seen the notation for what I'm being asked to find. Any help would be greatly appreciated.
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Perhaps it's asking for the expected value of X given that X>1.96. But I've never seen that notation either.
could it be some wierd notation for the identity function? That is: if so You can recognize this as the 97.5 percentile of the distribution, so the answer would be 0.025
It's the indicator function : Why do you find it "weird" ? And while talking probabilities, if A is an event, So it's as SpringFan25 wrote, I'm just confirming it (I've already used this notation tons of times )
Thanks!
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