Probability theory and stochastic processes Conditioning Concept
Conditional expectation
Summary
The conditional expectation of a random variable given some information is its best estimate when one knows that information. It is itself a random variable. The node conditional expectation gives the precise definition.
Where this leads
12 pages build on this one.
Further reading
About this page
| Tag | 0TTDGTEFMN |
|---|---|
| URI | m2://0TTDGTEFMN |
| Aliases | conditional-mean, conditional-expected-value |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60A10 |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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What links here
Definitions
Used by
- Kernel regression
- Regular conditional probability
- Azuma's inequality
- Birkhoff's ergodic theorem
- Separation principle
- Rao–Blackwell theorem