Timeline for What is the relationship between orthogonality and the expectation of the product of RVs
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 30, 2015 at 4:57 | history | edited | Diogo | CC BY-SA 3.0 |
deleted 107 characters in body
|
| Dec 29, 2014 at 8:45 | comment | added | Khashaa | This might be one of the few inaccuracies in Greene "Econometrics". It is a little inaccurate to call $E(e|x)=0$ the orthogonality condition, for it has its own name - exogeneity condition. Bit stronger than the real orthogonality condition, $E(xe)=0$. | |
| Dec 29, 2014 at 8:10 | answer | added | Kamster | timeline score: 3 | |
| Dec 29, 2014 at 5:24 | history | edited | Diogo | CC BY-SA 3.0 |
edited title
|
| Dec 29, 2014 at 5:23 | answer | added | Diogo | timeline score: -1 | |
| Dec 16, 2014 at 18:35 | comment | added | whuber♦ | All you have to do is enlarge your concept of vector: from that (standard) definition it is immediate that random variables (defined on a common sample space) form a real vector space and that the expectation of a product is the perfect analog of the "dot product" in the finite-dimensional case. I would be curious to know what definition you would propose for orthogonality among sample spaces! | |
| Dec 16, 2014 at 15:27 | review | First posts | |||
| Dec 16, 2014 at 15:28 | |||||
| Dec 16, 2014 at 15:23 | history | asked | Diogo | CC BY-SA 3.0 |