Basic Properties of Conditional Expectation

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Description

This lecture covers the basic properties of conditional expectation, including linearity and monotonicity. It also delves into Jensen's inequality and provides proofs for various equalities. The lecture emphasizes the importance of understanding conditional expectation in probability theory.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_eu3cthpq

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Ontological neighbourhood

Mathematics

Probability theory: Topics in probability theory

Logic

Classical logic: First-order logic

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