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October 12th, 2010, 07:13 AM   #1
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i.i.d. distribution and its expected value

Z_1,Z_2,Z_3 are the Independent and identically distributed random variables on N(0, 1). What is the expected value of E(Z_2|Z_1-Z_2+Z_3)?

I have no idea at all, help me plz.
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October 12th, 2010, 08:38 AM   #2
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Re: i.i.d. distribution and its expected value

What does E(A|B) mean?
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October 14th, 2010, 06:52 AM   #3
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Re: i.i.d. distribution and its expected value

sorry i also have some question ask
how to solve this problem ,give me some clue....
If X~ N(240,64) find
a)m such that p(l X-240 l <m)=0.80
B)r such that P( l X-240 l >r) = 0.08
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