Conditional Expectation

Introduction to Conditional Expectation

The conditional expectation is a concept in probability theory that represents the expected value of a random variable given the value of another random variable. In the formula, E(X|Y)represents the conditional expectation of X given Y, f(x|Y) is the conditional probability density function of X given Y, and dx is the differential element of X.

Parameter usage:

• X = random variable X
• Y = random variable Y

Output:

• E(X|Y) = conditional expectation of X given Y

Data validation

The parameter X should be between 0 and 1, and parameter Y should be between 0 and 10.

Summary

This calculator computes the conditional expectation of a random variable X given the value of another random variable Y.