So if you have a distribution fx(x) and you observed x=a, how do you calculate E{x | x=a} = integral (x*fx(x|x=a) from -inf to inf, or more specifically, fx(x|x=a)
I am having trouble when using Bayes or finding Fx(x|x=a) because I end up with P(x=a) which is just a constant. Is there a simple example somewhere? Searching only leads me to bivariate distributions.