the conditional probability that X greater than equal to 6 given X> 3, is ?
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Let X,Y∼N(0,1) where X and Y are independent. Find E[X|X>Y]."
I know that E[X|Y=y]=∫∞−∞xfX|Y(x,y)dx, but in this case one is conditioning on an inequality, and I don't know how to treat that
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