conditional expectation

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conditional expectation

[kən′dish·ən·əl ‚ek‚spek′tā·shən]
(mathematics)
If X is a random variable on a probability space (Ω, F,P), the conditional expectation of X with respect to a given sub σ-field F′ of F is an F′-measurable random variable whose expected value over any set in F′ is equal to the expected value of X over this set.
(statistics)
The expected value of a conditional distribution.
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References in periodicals archive ?
The algorithm determines the controllable attribute as informative if the conditional mathematical expectation is in limits
and as non-informative, when value of conditional mathematical expectation are outside of these borders.
It is possible to observe the stochastic component of the load as consisting of expected deviation [zeta](t), which describes the conditional mathematical expectation of the stochastic component and normally distributed non-correlated residual deviation (white noise) [xi](t).
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 found also short-term forecast deviation from conditional mathematical expectation of the load, which considers real progress of load in the recent past and also possible temperature influence.
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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