Conditional expectation $E[\log(1+X)∣X>a]$

Asked Sep 06 '19 at 15:50

Active Sep 06 '19 at 15:53

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How can I compute this conditional expectation given I only have access to $P(X>t)$?

I have been looking into the literature for quite sometime and have not seen something similar.

Please help!! Thank you

edited Sep 06 '19 at 15:53

Bernard

asked Sep 06 '19 at 15:50

hgm

Is $t$ fixed?.. – Mostafa Ayaz Sep 06 '19 at 15:54
Yes $t$ is a constant – hgm Sep 06 '19 at 15:58
You cannot compute this quantity based on the tail at a fixed $t$ ! – Olivier Sep 06 '19 at 16:03
I am not sure if I understand what you mean by fixed t, it is an arbitrary variable that takes on values between $0$ and $\infty$ – hgm Sep 06 '19 at 16:09
2

You already asked this question here: https://math.stackexchange.com/questions/3345723/conditional-expectation-e-log1x-mid-xt
Please do not ask duplicate questions.
– Math1000 Sep 06 '19 at 16:53

0 Answers0