Conditional Expectation: Properties and Examples

In course

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Description

This lecture covers the definition of conditional expectation, properties related to conditional expectations, and examples illustrating the calculation of conditional expectations and variances. It also discusses the concept of conditional density/mass functions and the paradox of Borel-Kolmogorov. The lecture emphasizes the importance of understanding conditional laws in practical applications.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_06k0kjhu

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