While this question can be solved using some (hand) analysis and standard calculus, I would have thought that the following code would have worked:
Clear[x, y, c]; Expectation[x \[Conditioned] x + y > c, x \[Distributed] NormalDistribution && y \[Distributed] NormalDistribution]
It doesn't. Is there a way to use
Conditioned for this problem?
@AlexTournev caught my silly syntactic error: One should use brackets, not &&. Thanks!