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Probability

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Probability

Akki
51 posts
Suppose X1∼U(0,1) and [X2|X1=x1]∼U(0,x1) are uniform random variables.
Find the conditional mean E[X1|X2=x2].
Pls explain...
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Re: Probability

Abhitesh
162 posts
X2 is uniformly distributed between 0 and x1.
Verify that for uniform distribution [a,b] the expectation value is (a+b)/2

So E(X2|X1=x2) = x2/2.