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.
References in periodicals archive ?
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 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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