Conditional mean on a circle

Let X,YN(0,1)X, Y \sim \mathcal N(0,1) be independent. Compute E[XX2+Y2]\mathbb{E}[X \mid X^2 + Y^2].

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  1. Given the radius X2+Y2=r2X^2+Y^2=r^2, the point is uniform on that circle (rotational symmetry).
  2. X=rcosΘX = r\cos\Theta with Θ\Theta uniform, so its mean is 00.

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Asked at: Citadel, Two Sigma

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