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

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- May 6th 2013, 07:20 PM #1

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- May 6th 2013, 07:33 PM #2

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## 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, 08:46 PM #3

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