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Mathematics Qualifying Exam Question Bank

Department of Mathematics

Question

Math 6010 • Linear Models

2006 • Question 1

Question

Math 6010 • Linear Models 2006 • Question 1

If \(X\) is distributed uniformly on \([0,1]\), then compute \(\mathbb {E}[X\mid \mathcal {G}]\), where \(\mathcal {G}\) is the \(\sigma \)-algebra generated by \(\{X\le 1/2\}\).

Raw LaTeX

If \(X\) is distributed uniformly on \([0,1]\), then compute
\(\E[X\mid\mathcal{G}]\), where \(\mathcal{G}\) is the \(\sigma\)-algebra generated by
\(\{X\le 1/2\}\).

Topic Tags

Uniform Integrability and Truncation Methods