Expected value conditional

**usagi_killer** · September 16th 2009, 02:05 AM

the expected of a probability density function f(x) is given by $E(X) = \int_{-\infty}^{+\infty} xf(x) dx$

What about $E(X | X>a)$ like wise $E(X | X<a)$ , or even better, what is the general result?

**mr fantastic** · September 16th 2009, 04:48 AM

Originally Posted by usagi_killer

the expected of a probability density function f(x) is given by $E(X) = \int_{-\infty}^{+\infty} xf(x) dx$

What about $E(X | X>a)$ like wise $E(X | X<a)$ , or even better, what is the general result?

You need to use the conditional pdf.

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