Conditional Expectation: Definition

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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.

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

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