Let $ X sim operatorname{Exp}(lambda =1), Ysim U(1,2) $ be independent continuous variables. What is...
$begingroup$
I'm struggling to understand how to start the following:
Let $ X sim operatorname{Exp}(lambda =1), Ysim U(1,2) $ be independent
continuous variables. What is $E(frac{x}{y})$?
Thanks :)
probability expected-value
$endgroup$
add a comment |
$begingroup$
I'm struggling to understand how to start the following:
Let $ X sim operatorname{Exp}(lambda =1), Ysim U(1,2) $ be independent
continuous variables. What is $E(frac{x}{y})$?
Thanks :)
probability expected-value
$endgroup$
add a comment |
$begingroup$
I'm struggling to understand how to start the following:
Let $ X sim operatorname{Exp}(lambda =1), Ysim U(1,2) $ be independent
continuous variables. What is $E(frac{x}{y})$?
Thanks :)
probability expected-value
$endgroup$
I'm struggling to understand how to start the following:
Let $ X sim operatorname{Exp}(lambda =1), Ysim U(1,2) $ be independent
continuous variables. What is $E(frac{x}{y})$?
Thanks :)
probability expected-value
probability expected-value
edited Jan 15 at 10:07
Bernard
123k741117
123k741117
asked Jan 15 at 10:02
superuser123superuser123
48628
48628
add a comment |
add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
$E(frac X Y |Y)=frac 1 Y EX=frac 1 Y$. Taking expectation we get $Efrac X Y=Efrac 1 Y=int_1^{2} frac 1 y , dy=ln, 2$.
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$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
1
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
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@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
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@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
1
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
add a comment |
$begingroup$
Guide:
If $X$ and $Y$ are independent then so are $f(X)$ and $g(Y)$ where $f$ and $g$ are measurable functions.
Consequence for expectation (if it exists):$$mathbb Ef(X)g(Y)=mathbb Ef(X)mathbb Eg(Y)$$
This can be applied to find: $$mathbb E[XY^{-1}]=mathbb EXmathbb EY^{-1}$$
It only remains now to find $mathbb EX$ and $mathbb EY^{-1}$.
$endgroup$
add a comment |
Your Answer
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2 Answers
2
active
oldest
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2 Answers
2
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
$E(frac X Y |Y)=frac 1 Y EX=frac 1 Y$. Taking expectation we get $Efrac X Y=Efrac 1 Y=int_1^{2} frac 1 y , dy=ln, 2$.
$endgroup$
$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
1
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
$begingroup$
@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
$begingroup$
@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
1
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
add a comment |
$begingroup$
$E(frac X Y |Y)=frac 1 Y EX=frac 1 Y$. Taking expectation we get $Efrac X Y=Efrac 1 Y=int_1^{2} frac 1 y , dy=ln, 2$.
$endgroup$
$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
1
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
$begingroup$
@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
$begingroup$
@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
1
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
add a comment |
$begingroup$
$E(frac X Y |Y)=frac 1 Y EX=frac 1 Y$. Taking expectation we get $Efrac X Y=Efrac 1 Y=int_1^{2} frac 1 y , dy=ln, 2$.
$endgroup$
$E(frac X Y |Y)=frac 1 Y EX=frac 1 Y$. Taking expectation we get $Efrac X Y=Efrac 1 Y=int_1^{2} frac 1 y , dy=ln, 2$.
answered Jan 15 at 10:07
Kavi Rama MurthyKavi Rama Murthy
70.8k53170
70.8k53170
$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
1
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
$begingroup$
@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
$begingroup$
@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
1
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
add a comment |
$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
1
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
$begingroup$
@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
$begingroup$
@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
1
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
$begingroup$
Note that this only holds because $Y$ is never zero and thus the division expression is well-defined.
$endgroup$
– Thomas Lang
Jan 15 at 10:08
1
1
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
$begingroup$
Thanks, but why is the condition taking place? ($E(frac{X}{Y} | Y) $?
$endgroup$
– superuser123
Jan 15 at 10:19
$begingroup$
@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
$begingroup$
@superuser123 You can also do this using a double integral but using conditional expectation makes it easier.
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:20
$begingroup$
@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
$begingroup$
@KaviRamaMurthy how could it be done by a double integral? thanks!
$endgroup$
– superuser123
Jan 15 at 10:22
1
1
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
$begingroup$
@superuser123 Calculate (by integrating w.r.t $x$ and then w.r.t. $y$ or the other way around) $int_0^{infty} int_1^{2} frac x y e^{-x} ,dy, dx$
$endgroup$
– Kavi Rama Murthy
Jan 15 at 10:25
add a comment |
$begingroup$
Guide:
If $X$ and $Y$ are independent then so are $f(X)$ and $g(Y)$ where $f$ and $g$ are measurable functions.
Consequence for expectation (if it exists):$$mathbb Ef(X)g(Y)=mathbb Ef(X)mathbb Eg(Y)$$
This can be applied to find: $$mathbb E[XY^{-1}]=mathbb EXmathbb EY^{-1}$$
It only remains now to find $mathbb EX$ and $mathbb EY^{-1}$.
$endgroup$
add a comment |
$begingroup$
Guide:
If $X$ and $Y$ are independent then so are $f(X)$ and $g(Y)$ where $f$ and $g$ are measurable functions.
Consequence for expectation (if it exists):$$mathbb Ef(X)g(Y)=mathbb Ef(X)mathbb Eg(Y)$$
This can be applied to find: $$mathbb E[XY^{-1}]=mathbb EXmathbb EY^{-1}$$
It only remains now to find $mathbb EX$ and $mathbb EY^{-1}$.
$endgroup$
add a comment |
$begingroup$
Guide:
If $X$ and $Y$ are independent then so are $f(X)$ and $g(Y)$ where $f$ and $g$ are measurable functions.
Consequence for expectation (if it exists):$$mathbb Ef(X)g(Y)=mathbb Ef(X)mathbb Eg(Y)$$
This can be applied to find: $$mathbb E[XY^{-1}]=mathbb EXmathbb EY^{-1}$$
It only remains now to find $mathbb EX$ and $mathbb EY^{-1}$.
$endgroup$
Guide:
If $X$ and $Y$ are independent then so are $f(X)$ and $g(Y)$ where $f$ and $g$ are measurable functions.
Consequence for expectation (if it exists):$$mathbb Ef(X)g(Y)=mathbb Ef(X)mathbb Eg(Y)$$
This can be applied to find: $$mathbb E[XY^{-1}]=mathbb EXmathbb EY^{-1}$$
It only remains now to find $mathbb EX$ and $mathbb EY^{-1}$.
edited Jan 15 at 10:29
answered Jan 15 at 10:22
drhabdrhab
104k545136
104k545136
add a comment |
add a comment |
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