Conditional expectation
-
Conditional expectationMath/Probability 2020. 2. 5. 11:18
1. Overview In probability theory, the conditional expectation of a random variable is its expected value – the value it would take “on average” over an arbitrarily large number of occurrences – given that a certain set of "conditions" is known to occur 2. Description 2.1 Formula ith two random variables, if the expectation of a random variable X is expressed conditional on another random variab..