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 Graph Search.
Lecture
Basic Properties of Conditional Expectation
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.
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.