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.

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