Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of GraphSearch.
This lecture covers the properties and definition of conditional expectation, emphasizing the existence of suitable sigma-algebras. It explores the concept of conditional expectation as a family of almost everywhere equal random variables. The demonstration involves proving the equality of two sides and the measurability of linear combinations. The lecture extends the definition of conditional expectation to non-negative functions using the monotone convergence theorem.