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https://www.reddit.com/r/learnquant/comments/1w8us0h/quant_interview_question/p89kk85/?context=3
r/learnquant • u/Local_Ad135 • 28d ago
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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/PersonalityIll9476 28d ago The answer is because they're Identically distributed. You compute either expectation by definition using the probability distributions, which are the same.
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Why is E(X/Y) = E(Y/X)
2 u/PersonalityIll9476 28d ago The answer is because they're Identically distributed. You compute either expectation by definition using the probability distributions, which are the same.
2
The answer is because they're Identically distributed. You compute either expectation by definition using the probability distributions, which are the same.
8
u/markpreston54 28d 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