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Math Help - E[X|X]=?

  1. #1
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    lima
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    E[X|X]=?

    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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  2. #2
    MHF Contributor
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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.
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  3. #3
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    Re: E[X|X]=?

    question was for fixed x.

    Thanks a ton chiro
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