Notes on the Conditional Expectation

DOI

10.2991/mse-15.2016.9How to use a DOI?

Keywords

conditional expectation, Regular conditional distribution function, Independence,Yule process.

Abstract

We first present a formula on the conditional expectation by the regular conditional distribution function. Using this formula, we can obtain a corollary under the condition of independence which applies in many cases. Then some examples are given to illustrate the applications of the results.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Cheng Wang
AU  - Xueyi Liu
AU  - Hailei Zou
PY  - 2016/03
DA  - 2016/03
TI  - Notes on the Conditional Expectation
BT  - Proceedings of the 2015 International Conference on Mechanical Science and Engineering
PB  - Atlantis Press
SP  - 47
EP  - 50
SN  - 2352-5401
UR  - https://doi.org/10.2991/mse-15.2016.9
DO  - 10.2991/mse-15.2016.9
ID  - Wang2016/03
ER  -