what is the expected value of x conditional on x? is it just x...?

If so does this then imply that var(x|x)=0 and cov(x,y|x)=0?

Thanks

Results 1 to 3 of 3

- May 6th 2013, 08:20 PM #1

- Joined
- Feb 2013
- From
- lima
- Posts
- 23
- Thanks
- 2

- May 6th 2013, 08:33 PM #2

- Joined
- Sep 2012
- From
- Australia
- Posts
- 4,515
- Thanks
- 875

## Re: E[X|X]=?

Hey peruvian.

Are you trying to calculate E[X|X=x]? If not please clarify because a conditional probability needs a region for the B region given a P(A|B=c) or E[A|B=b] where b is some subset of the random variable b.

If x is fixed, then it means that E[X|X=x] = x and Var[X|x=x] = 0 since x has no variation.

On the other hand if x were the interval [0,1] then the answers would be different and you would calculate a conditional random variable and use that to get the expectation and variance.

- May 6th 2013, 09:46 PM #3

- Joined
- Feb 2013
- From
- lima
- Posts
- 23
- Thanks
- 2