# Conditional Expectation of Continuous Random Variable

Let $$Y$$ be a random variable of density g. How could I compute the expectation

$$E[Y|Y ? Thank you in advance!

If $$P(Y0$$ and $$EY$$ exists. $$E[Y|Y

• Didn't quite understand what $E[Y\cdot1_{Y<a}]$ means – Vizag Apr 19 at 22:22
• @Vizag is it better now? – Jakobian Apr 19 at 23:48