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If Y is a continuous RV with desity fY(y), then
Conditional Expectation
If X and Y are jointly discrete RVs, then for all values of y, such that Pr(Y = y) > 0,
Likewise, if X and Y are jointly continuous RVs, then for all values of y such that fY(y) > 0,
Computing Expectations by Conditioning
For RV X, we can find E[X] by conditioning on RV Y. If Y is a discrete RV, then
If Y is a continuous RV with density fY(y), then
Integer Series Identities
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