So if you have a distribution fx(x)
and you observed x=a, how do you calculate E{x | x=a} = integral (x*fx(x|x=a) from -inf to inf
, or more specifically, fx(x|x=a)
I am having trouble when using Bayes or finding Fx(x|x=a)
because I end up with P(x=a)
which is just a constant. Is there a simple example somewhere? Searching only leads me to bivariate distributions.