Timeline for Representing a conditional expectation
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 9 at 19:38 | vote | accept | Yeet | ||
| May 31 at 11:19 | comment | added | SBF | @Yeet in contrast to conditional (on event) probability, I'd say that such conditional expectation is more rarely define explicitly in the textbooks. Instead, a conditional expectation wrt sigma-algebra is defined most of the cases (whereas conditional probability wrt sigma-algebra usually is not talked about explicitly) | |
| May 30 at 3:18 | answer | added | msantama | timeline score: 0 | |
| May 29 at 22:06 | comment | added | Yeet | Do you know a book that defines it this way? | |
| May 29 at 20:20 | answer | added | Sangchul Lee | timeline score: 3 | |
| May 29 at 16:00 | answer | added | Speltzu | timeline score: 2 | |
| May 29 at 11:22 | comment | added | Julius | For any integrable random variable $X$ and event $A$ with $P(A)>0$, $E(X|A)$ is defined to be $E(X \cdot 1_A)/P(A)$. | |
| May 29 at 11:01 | history | asked | Yeet | CC BY-SA 4.0 |