Expectation of inverse of normal RV, given that it is below a certain value

by dotpixel   Last Updated August 14, 2019 04:19 AM - source

I have a normal random variable $X$ with mean $\mu$ and variance $\sigma^2$. Any advice on how to compute the conditional expectation $E[\frac{1}{X}|X \leq T]$ where $T$ is a positive constant?

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