# 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?

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