Lecture
Conditional Expectation
Description
This lecture covers the concept of conditional expectation, including its definition, properties, and applications in probability theory. The instructor explains how to calculate conditional expectations for random variables, emphasizing the importance of measurability and independence. The lecture also delves into Fubini's theorem and its role in computing joint expectations. Additionally, the presentation explores the implications of conditional expectations in various scenarios, highlighting their significance in probability calculations.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.