Paper detail

On the Conditional Expectation of Mean Shifted Gaussian Distributions

In this paper, we consider a property of univariate Gaussian distributions namely conditional expectation shift (or centroid shift). Specifically, we compare two Gaussian distributions in which they differ only in their means. Equivalently, we can view this situation as one of the distribution is shifted to the right. These two distributions are conditioned on the same event in which the realizations fall in the right interval or left interval. We show that if a Gaussian distribution is shifted to the right while the conditioning event remains the same then the conditional expectation is shifted to the right concurrently.