Is it possible for $X$ and $Y$ to be marginally normally distributed and have $ E[Y|X] $ be a nonlinear function of $X$?
4702
Is it possible to have a pair of Gaussian random variables for which the joint distribution is not Gaussian?
9005
How to calculate the conditional mean of $E(X\mid X<Y)$?
52395
Distribution of Product of Random Variables with one being the normal distribution.
9934
$P(X>0,Y>0)$ for a bivariate normal distribution with correlation $\rho$
94319
Expected value of $|X - Y|$
97502
Joint distribution of a Normal and Truncated Normal
71301
Showing that Y has a uniform distribution if Y=F(X) where F is the cdf of continuous X
151996
Calculate the expected value of $Y=e^X$ where $X \sim N(\mu, \sigma^2)$
35862
Expectation of Max and Min of Two Uniform Random Variables
73367
On $E[E[Y|X]|X]= E[Y|X]$
115355
Find $E(\max(X,Y))$ for $X$, $Y$ independent standard normal
23603
Joint distribution of $X+Y$ and $\frac{X}{X+Y}$
105125
If $X, Y$ are jointly standard normal with correlation $r$, and $a, b$ are constants, what is $p(Y < b | X < a)$?
44892
Marginal, joint, and conditional distributions of a multivariate normal
95084
What is the expected value of $\min\{|X|,|Y|\}/\max\{|X|,|Y|\}$ assuming $X$ and $Y$ are independent?
25654
E[X| X>Y] for independent X, Y ~ N(0,1)
145136
When can we interchange the derivative with an expectation?