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- W4256088266 abstract "Integration with respect to conditional distributions gives conditional expectations. A precise definition is given in the first section of this chapter, after which several equivalent formulations are given. An interesting sidelight is the proof, at the end of the first section, of the Radon-Nikodym Theorem. The remaining sections are devoted to various formulas and properties, some of which are analogous to properties obtained in Chapters 4, 5, and 8 for (unconditional) expectations. Conditional variances are also treated and a useful formula relating conditional and unconditional variances is proved." @default.
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- W4256088266 date "1997-01-01" @default.
- W4256088266 modified "2023-10-16" @default.
- W4256088266 title "Conditional Expectations" @default.
- W4256088266 doi "https://doi.org/10.1007/978-1-4899-2837-5_23" @default.
- W4256088266 hasPublicationYear "1997" @default.
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