Unlock the conditional expectation
An motivating example Suppose you have a wooden rod of a random length $L$, say uniformly distributed on $(0,1)$ (in meter). Then you will cut this rod a some point $Xin(0,L)$. Our question is what is the average of $X$? Given $L=ell$ , you would say that $mathbf{E}(X)=frac{ell}{2}$, isn’t it? It is true to think […]
