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Results tagged with conditional-expectation
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user 339036
A conditional expectation is the expectation of a random variable, given information on another variable or variables (mostly, by specifying their value).
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How to formally define a conditional distribution conditioning on an event of probability zero?
A formal definition can be done by the theory of measurable correspondence. Situation here is trivial since we only need a $\sigma$-algebra with measure. Intuitively, here we can fold the $R^2$ along …
- 39
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How to formally define a conditional distribution conditioning on an event of probability zero?
Given $[X,Y]\sim N(0,I_2)$, a intuitive guess of the value of $P(X=x|\{X,Y\}=\{x,y\})$, where $\{\}$ means unordered set, is $1/2$ by symmetry. This type of notations is typically applied in conforma …
- 39