• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Conditional Expectation and Probability, Independence

  • Thread starter Thread starter Alexei
  • Start date Start date

Alexei

Joined
3/28/09
Messages
122
Points
28
b7aab876cd19b06c3731a8c64575bf62.png


Let's say the domain of Y is [1, 2].

Under what conditions, the right-hand side of equation above for Y=1 and Y=2 will be equal? Are there any specific probabilities for P(Y=1) and P(Y=2) that can make this happen? If yes, then why, otherwise, why not?
 

Similar threads

spv-x
i want to be a quant in the US (i'm a foreigner)
Replies
3
Views
750
weab
weab
Is my understanding of linear regression correct?
Replies
2
Views
2K
Incster
What is the link between dt and dB in stochastic calculus; why is dB^2 = dt?
Replies
4
Views
3K
alovya
physguy
From consulting to quant career advice
Replies
3
Views
3K
ParticlePhynance
ParticlePhynance
ptf
Free course: C++ 11 to 20, std::atomic memory orders.
Replies
0
Views
3K
ptf
ptf
Back
Top