Proceedings of the 2015 International Conference on Mechanical Science and Engineering

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Notes on the Conditional Expectation

Authors
Cheng Wang, Xueyi Liu, Hailei Zou
Corresponding Author
Cheng Wang
Available Online March 2016.
DOI
10.2991/mse-15.2016.9How to use a DOI?
Keywords
conditional expectation, Regular conditional distribution function, Independence,Yule process.
Abstract

We first present a formula on the conditional expectation by the regular conditional distribution function. Using this formula, we can obtain a corollary under the condition of independence which applies in many cases. Then some examples are given to illustrate the applications of the results.

Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2015 International Conference on Mechanical Science and Engineering
Series
Advances in Engineering Research
Publication Date
March 2016
ISBN
10.2991/mse-15.2016.9
ISSN
2352-5401
DOI
10.2991/mse-15.2016.9How to use a DOI?
Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Cheng Wang
AU  - Xueyi Liu
AU  - Hailei Zou
PY  - 2016/03
DA  - 2016/03
TI  - Notes on the Conditional Expectation
BT  - Proceedings of the 2015 International Conference on Mechanical Science and Engineering
PB  - Atlantis Press
SP  - 47
EP  - 50
SN  - 2352-5401
UR  - https://doi.org/10.2991/mse-15.2016.9
DO  - 10.2991/mse-15.2016.9
ID  - Wang2016/03
ER  -