What's the expectation of
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Suppose $D in mathbbR$, $M in mathbbR$ and $0<D<M$, $X$ is a random variable, how to calculate the following expectation,
$$
E_X[(X-D)^+cdot I_Xleq M],
$$
where, $I_A$ is an indicator function, $I_A= 1$, when $A$ holds, otherwise, $I_A = 0.$
Thanks in advance.
random-variables expectation
edited Aug 22 at 7:51
3.14159
17710
asked Aug 22 at 4:44
Xinyuan Wei
94
add a comment |Â
up vote
0
down vote
favorite
Suppose $D in mathbbR$, $M in mathbbR$ and $0<D<M$, $X$ is a random variable, how to calculate the following expectation,
$$
E_X[(X-D)^+cdot I_Xleq M],
$$
where, $I_A$ is an indicator function, $I_A= 1$, when $A$ holds, otherwise, $I_A = 0.$
Thanks in advance.
random-variables expectation
edited Aug 22 at 7:51
3.14159
17710
asked Aug 22 at 4:44
Xinyuan Wei
94
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
Suppose $D in mathbbR$, $M in mathbbR$ and $0<D<M$, $X$ is a random variable, how to calculate the following expectation,
$$
E_X[(X-D)^+cdot I_Xleq M],
$$
where, $I_A$ is an indicator function, $I_A= 1$, when $A$ holds, otherwise, $I_A = 0.$
Thanks in advance.
random-variables expectation
edited Aug 22 at 7:51
3.14159
17710
asked Aug 22 at 4:44
Xinyuan Wei
94
Suppose $D in mathbbR$, $M in mathbbR$ and $0<D<M$, $X$ is a random variable, how to calculate the following expectation,
$$
E_X[(X-D)^+cdot I_Xleq M],
$$
where, $I_A$ is an indicator function, $I_A= 1$, when $A$ holds, otherwise, $I_A = 0.$
Thanks in advance.
random-variables expectation
edited Aug 22 at 7:51
3.14159
17710
asked Aug 22 at 4:44
Xinyuan Wei
94
edited Aug 22 at 7:51
3.14159
17710
edited Aug 22 at 7:51
3.14159
17710
edited Aug 22 at 7:51
3.14159
17710
17710
asked Aug 22 at 4:44
Xinyuan Wei
94
asked Aug 22 at 4:44
Xinyuan Wei
94
asked Aug 22 at 4:44
Xinyuan Wei
94
94
add a comment |Â
add a comment |Â
1 Answer
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The answer is $int_D<X<M x , dF_X (x)-PD<X<M$ because $(X-D)^+ I_Xleq M=0$ if $X$ is not in $(D,M)$.
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
0
down vote
The answer is $int_D<X<M x , dF_X (x)-PD<X<M$ because $(X-D)^+ I_Xleq M=0$ if $X$ is not in $(D,M)$.
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
add a comment |Â
up vote
0
down vote
The answer is $int_D<X<M x , dF_X (x)-PD<X<M$ because $(X-D)^+ I_Xleq M=0$ if $X$ is not in $(D,M)$.
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
add a comment |Â
up vote
0
down vote
up vote
0
down vote
The answer is $int_D<X<M x , dF_X (x)-PD<X<M$ because $(X-D)^+ I_Xleq M=0$ if $X$ is not in $(D,M)$.
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
The answer is $int_D<X<M x , dF_X (x)-PD<X<M$ because $(X-D)^+ I_Xleq M=0$ if $X$ is not in $(D,M)$.
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
answered Aug 22 at 5:49
Kavi Rama Murthy
23.4k2933
23.4k2933
add a comment |Â
add a comment |Â
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