If X and Y are independant normals what is E[X/X+Y]?

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- Apr 15th 2011, 11:55 PMulysses123conditional expectation of inedeoendant normals
If X and Y are independant normals what is E[X/X+Y]?

- Apr 16th 2011, 06:23 AMMoo
Hello,

If they have the same distribution, look here : http://www.mathhelpforum.com/math-he...-v-136142.html

If not, consider that (X,X+Y) follows a multinormal distribution (thanks to the independence) and use the conditional distribution here : http://en.wikipedia.org/wiki/Multiva..._distributions