Math Problem Statement
Soit Y une variable aléatoire positive avec 0<P(X=0)<1. Peut-on dire que l'espérance de Y multiplié par l'indicatrice de Y>0, notée E[Y1{Y>0}] soit égale à l'espérance de Y, notée E[Y] ? Si oui, pourquoi ?
Solution
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Expected Value
Indicator Functions
Formulas
E[Y 1_{Y > 0}] = E[Y]
E[Y 1_{Y > 0}] = E[Y | Y > 0] · P(Y > 0)
Theorems
Expected Value Theorem
Law of Total Expectation
Suitable Grade Level
Undergraduate Level
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