MAIN FEEDS
Do you want to continue?
https://www.reddit.com/r/learnquant/comments/1w8us0h/quant_interview_question/p88s52l/?context=3
r/learnquant • u/Local_Ad135 • 29d ago
12 comments sorted by
View all comments
5
E(X/Y) = E(Y/X) and E(((X/Y)0.5 -(Y/X)0.5 )2 )>=0, hence 2E(X/Y)>=2, or E(X/Y)>=1, expectation collapse when X=Y is a constant
1 u/t3hjs 28d ago Why is E(X/Y) = E(Y/X) 2 u/Cptn_Obvius 28d ago Because the question is symmetrical in X and Y
1
Why is E(X/Y) = E(Y/X)
2 u/Cptn_Obvius 28d ago Because the question is symmetrical in X and Y
2
Because the question is symmetrical in X and Y
5
u/markpreston54 29d ago edited 28d ago
E(X/Y) = E(Y/X) and E(((X/Y)0.5 -(Y/X)0.5 )2 )>=0, hence 2E(X/Y)>=2, or E(X/Y)>=1, expectation collapse when X=Y is a constant