All Questions
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questions
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Integration by parts over $R^n$
Let $\mu$ be a probability measure over $\mathbb{R}^n$. Let $f$ and $g$ be two real-valued functions on $\mathbb{R}^n$. I would like to compute
$$\int_{\mathbb{R}^n} \nabla f(x) g(x) \, d\mu(x). $$
I ...
Quarth
1
vote
1
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90
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Probabilistic vs Geometric Theory of Integration
Motivating Question: Let $X$,$Y$ be independent standard uniform random variables. How does one show, rigorously, that
$$
\mathbb{E}[X \mid X+Y = 1] = \frac{1}{2}?
$$
I would be interested in hearing ...
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