conditional expectation

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conditional expectation [kən′dish·ən·əl ‚ek‚spek′tā·shən]

(mathematics)

IfXis a random variable on a probability space (Ω,F,P), the conditional expectation ofXwith respect to a given sub σ-fieldF′ofFis anF′-measurable random variable whose expected value over any set inF′is equal to the expected value ofXover this set.

(statistics)

The expected value of a conditional distribution.

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No references found			2001, "The Specification of Conditional Expectations," Journal of Empirical Finance 8, 573-637. The conditional beta and the cross-section of expected returns by Bali, Turan G.; Cakici, Nusret; Tang, Yi / Financial Management Some specific topics covered are product integration and characterization on probability laws, bivariate Lukacs-type regression characterization, and characterizations of distributions by conditional expectations of generalized order statistics. New developments in applied statistics research by SciTech Book News Given a realisation of a spatio-temporal point process X of spikes and given a trajectory of the path Y, the solution of the nonlinear filtering problem is the conditional expectation E[[LAMBDA]\|X,Y] which is not explicitly available. Modelling and simulation of a neurophysiological experiment by ... by Benes, Viktor; Frcalova, Blazena / Image Analysis and Stereology			condensing flow condensing gas drive condensing routine Condensing Turbine condensing unit Condillac, Étienne Bonnot de Condillac, Etienne Bonnot de Mably de Condillac, Étienne Bonnot de Mably de Condit, Carl W. condition condition appraisal condition code condition entries condition monitoring condition out condition portion condition stub condition-based maintenance conditional conditional assembly conditional branch conditional breakpoint Conditional Convergence Conditional Conviction conditional distribution conditional expectation conditional expression conditional frequency conditional implication conditional inequality conditional instability conditional jump conditional lethal mutant conditional probability Conditional Relative Extremum Conditional Release with Compulsory Labor conditional replenishment conditional statement conditional transfer conditionally compact set conditionally periodic motion conditionally stable circuit conditioned air Conditioned Inhibition conditioned line Conditioned Reflex Conditioned Stimulus conditioned stop instruction Conditioner conditioning Conditioning of Grain			Conditional Contract to Sell conditional convergence conditional convergence Conditional Convertible conditional conveyance of land Conditional Conviction Conditional Core Damage Probability Conditional Cramer-Rao Bound conditional deed held in trust Conditional Default Rate conditional deliverance Conditional Demand Analysis Conditional Dependence Conditional Disability Discharge Tracking System Conditional discharge Conditional discharge Conditional discharge Conditional discharge conditional discharges conditional discharges conditional discharges conditional disenthrallment conditional disimprisonment Conditional distribution Conditional Dynamic Linear Model conditional emancipation conditional endorsement Conditional Even Algebra conditional event Conditional Exemption conditional expectation Conditional expected value Conditional expression Conditional expression Conditional expression Conditional fee agreement Conditional Fee Arrangements conditional frequency Conditional Gaussian Approximation Conditional Hydrophobic Accessible Surface Area conditional implication Conditional independence conditional inequality conditional instability Conditional Instability of the Second Kind conditional instrument Conditional Iterative Proportional Fitting conditional jump Conditional Land Transfer Conditional Legal Interpreting Permit-Relay conditional lethal mutant conditional lethal mutant conditional lethal mutant Conditional lethal mutation Conditional lethal mutation Conditional lethal mutation Conditional lethal mutation Conditional Letter of Map Revision conditional liberation conditional liberty Conditional Location Update

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