Lecture

Conditional Expectation: Definition

In course

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Description

This lecture covers the definition of conditional expectation, including the concept of conditioning events, the calculation of probabilities based on conditional events, and examples involving the sum of two independent dice. It also discusses conditioning with discrete and continuous random variables, as well as the concept of square-integrable random variables in a Hilbert space.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_9yh1mu4b

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Mathematics

Probability theory: Topics in probability theory

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