Conditional expectation

In probability theory, the conditional expectation of a random variable is another random variable equal to the average of the former over each possible "condition". In the case when the random variable is defined over a discrete probability space, the "conditions" are a partition of this probability space. This definition is then generalized to any probability space using measure theory.

单词	Conditional mean
释义	Conditional mean 英语百科 Conditional expectation In probability theory, the conditional expectation of a random variable is another random variable equal to the average of the former over each possible "condition". In the case when the random variable is defined over a discrete probability space, the "conditions" are a partition of this probability space. This definition is then generalized to any probability space using measure theory.
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Conditional mean

Conditional expectation