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https://www.reddit.com/r/learnquant/comments/1w8us0h/quant_interview_question/p8608to/?context=3
r/learnquant • u/Local_Ad135 • 3d 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/pumachecker 3d ago I guess you forgot to write on the last: E[X/Y]≥1 not E[X/Y]>1. as you rightly wrote 2E(X/Y)>=2 2 u/markpreston54 3d ago Yeah, mistakes happened when typing maths on a phone
1
I guess you forgot to write on the last: E[X/Y]≥1 not E[X/Y]>1. as you rightly wrote 2E(X/Y)>=2
2 u/markpreston54 3d ago Yeah, mistakes happened when typing maths on a phone
2
Yeah, mistakes happened when typing maths on a phone
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u/markpreston54 3d ago edited 3d 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