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conditional expectation
(redirected from Conditional mathematical expectation)

   Also found in: Wikipedia 0.01 sec.
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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It is possible to describe the stochastic component of the load by the expected deviation [zeta](t), which represents the conditional mathematical expectation of the stochastic component and normally distributed noncorrelated residual deviation (white noise) [xi](t) .
It is possible to describe the stochastic component of the load by expected deviation [zeta]( ), which represents the conditional mathematical expectation of the stochastic component and normally distributed noncorrelated residual deviation (white noise) [xi]t.
Here expected deviation of the load [zeta](t) describes the conditional mathematical expectation of the stochastic component, which is also needed for calculating load short-term (more accurate) forecast.
 
 
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