Mean Green Math

Solving Problems Submitted to MAA Journals (Part 7f) – Mean Green Math

The following problem appeared in Volume 131, Issue 9 (2024) of The American Mathematical Monthly. Let $latex X$ and $latex Y$ be independent normally distributed random variables, each with its own mean and variance. Show that the variance of $latex X$ conditioned on the event $latex X>Y$ is smaller than the variance of $latex X$…