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