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brandon6304
08-09-2011, 08:52 AM
Question 7 TIA Exam 1

Let X be the number of rolls of a fair die before getting a 6, and let Y be the number of rolls before the first even number.
Find E[X | Y = 5].


I don't really understand why the method he uses

E[X|Y=5] = Sum P[X>=n|Y=5]


is correct.

brandon6304
08-09-2011, 09:41 AM
Besides, I confused about this

E[X|Y=5, X>5] = 5+E[X] = 5+6=11

Actuarialsuck
08-09-2011, 10:04 AM
There's a few threads discussing this, search for them I think Daaave and Gandalf had good explanations.

brandon6304
08-09-2011, 10:33 AM
THX