Expectation of inverse of normal RV, given that it is below a certain value

by dotpixel   Last Updated August 14, 2019 04:19 AM

I have a normal random variable $X$ with mean $\mu$ and variance $\sigma^2$. Any advice on how to compute the conditional expectation $E[\frac{1}{X}|X \leq T]$ where $T$ is a positive constant?



Related Questions


Updated March 28, 2017 14:19 PM

Updated March 19, 2017 20:19 PM

Updated June 06, 2017 22:19 PM

Updated July 07, 2018 18:19 PM

Updated August 10, 2015 21:08 PM