Math Is Fun Forum

Miklush52

Member

Registered: 2013-05-19

Posts: 2

Normally distributed RV's

Any help here would be greatly appreciated!

Suppose the random variable Y is normally distributed with mean -2 and variance 25.

a) Find the probability that Y exceeds 1, given that Y is positive.
b) Find the expected value of Y, given that Y is positive.

For b) I know its best to first derive the cdf of the RV given by X= (Y|Y>0).
I mainly just need to understand how to do a), However im having trouble.

Last edited by Miklush52 (2013-05-19 15:41:42)

anonimnystefy

Real Member

From: Harlan's World

Registered: 2011-05-23

Posts: 16,049

Re: Normally distributed RV's

For a) you need to calculate P(Y>1|Y>0)=P(Y>1)/P(Y>0).

For b) you need to calculate

.

Last edited by anonimnystefy (2013-05-19 15:51:07)

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Miklush52

Member

Registered: 2013-05-19

Posts: 2

Re: Normally distributed RV's

Thanks for the reply anonimnystefy,

Should that be a y instead of an x in the exp(.)?

Last edited by Miklush52 (2013-05-20 04:18:53)