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Diff — Conditional expectation

Revision #751 → #1108 · back to history

addedDice rolling example50b41e35d75e
addedRainfall data example6e422ad44672
addedConditional expectation given an event64a35941e200
addedConditional expectation for discrete random variables51fed9e8054a
addedConditional expectation for continuous random variablesb2d8982db826
addedConditional expectation of L^2 random variablesf9f5ab93738f
addedNon-uniqueness with constant Yf7e433412604
addedNon-uniqueness with 2-dimensional Y0d9c112a760d
addedUniqueness of conditional expectation up to measure zero02541be891df
addedExistence via Hilbert projection13e0ecd8dc87
addedConditional expectation equals linear regression for jointly normal variables4bd798867f69
addedConditional expectation given a sub-sigma-algebra22461ea4ad18
addedExistence via Radon–Nikodymfeac083eaf6e
addedConditional expectation given a random variable4eb0bef5515f
addedDoob–Dynkin lemma representationfeeb44f6a2bb
addedMarkov kernel property of conditional probability10a1c6b0d26e
addedLaw of the unconscious statisticiandde19fbdc321
addedGeneral definition of conditional expectation in Banach space9a9f358cb7e5
addedPulling out independent factorsc2592fc79fe3
addedStability under measurability8b77b78775b6
addedPulling out known factorsc202706fe200
addedLaw of total expectation40b15532d30f
addedTower property14e891696040
addedDoob martingale property13a606cc00e9
addedLinearity of conditional expectation5f447ef12b0b
addedPositivity4c162f1fd09b
addedMonotonicitya53b3ba3ea96
addedConditional monotone convergence77d1aac653ac
addedConditional dominated convergenced586718d3768
addedConditional Fatou's lemma49d22b66b791
addedConditional Jensen's inequality728c82b12e56
addedConditional variance54df37ec3d27
addedAlgebraic formula for the variance9c21dd49e49f
addedLaw of total variance3c72bc16b7be
addedMartingale convergence18fdd696536f
addedConditional expectation as L^2-projectionf1afe312d116
addedSelf-adjointness of conditional expectationed71ad06423b
addedContractive projection on L^p2ced8ccb4782
addedDoob's conditional independence property6d7d9906a530