In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated ... Examples · History · Definitions · L random variables |
Conditional expectations such as E[X|Y = 2] or E[X|Y = 5] are numbers. If we consider E[X|Y = y], it is a number that depends on y. So it is a function of y. |
Learn how the conditional expected value of a random variable is defined. Discover how it is calulated through examples and solved exercises. |
Here, we will discuss the properties of conditional expectation in more detail as they are quite useful in practice. We will also discuss conditional variance. |
| Условное математическое ожидание |  |
Условное математическое ожидание в теории вероятностей — это среднее значение случайной величины при выполнении некоторого условия. Часто в качестве условия выступает фиксированное на некотором уровне значение другой случайной величины, которая... Википедия
In this chapter, we discuss conditional expectation of random variables and the applications for estimation of the parameters for random variables. 7.1 ... |
We define the conditional expectation E[ Y|X ], as the random variable that takes the value E[ Y|X = a ] then X = a, i.e. f(X). Lecture 5: Conditional ... |
We are given a probability space (Ω,F0,P) and. A σ-algebra F⊂F0. X ∈ F0 such that E[|X|] < ∞. Conditional expectation of X given F: Denoted by E[X|F]. |
A conditional expectation is an expectation of a random variable with respect to a conditional probability distribution. |
Conditional Expectation. The definition and existence of conditional expectation. For events A, B with P[B] > 0, we recall the familiar object. P[A|B] = |
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