Nneetquant
Get started

E[X | X > 0] for a standard normal

MediumStatisticsCalculus~6m

For X∼N(0,1)X\sim N(0,1), compute E[X∣X>0]E[X \mid X>0]. (to 3 decimals)

Show hints (2)+
  1. Substitute u=x2/2u=x^2/2 in the numerator integral.
  2. Divide by P(X>0)=12P(X>0)=\tfrac12.

Answer

Reveal answer →

0.798 (± 0.01)

Want the full step-by-step worked solution? It's part of Premium — along with a worked solution for every question in the bank.

Practise freeUnlock solutions

Asked at: Citadel, Two Sigma

Related questions