Transcription of Probability 2 - Notes 5 Conditional expectations E X Y as ...
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Probability 2 - Notes 5 Conditional expectationsE(X|Y)as random variablesConditional expectations were discussed in lectures (see also the second part of Notes 3). Thegoal of these Notes is to provide a summary of what has been done so far. We start by remindingthe main definitions and by listing several results which were proved in lectures (and Notes 3).LetXandYbe two discrete s with a joint ,Y(x,y) =P(X=x,Y=y). Rememberthat the distributions (or the s)fX(x) =P(X=x)ofXandfY(y) =P(Y=y)ofYarecalled the marginal distributions of the pare(X,Y)and thatfX(x) = yfX,Y(x,y)andfY(y) = xfX,Y(x,y).
Probability 2 - Notes 5 Conditional expectations E(XjY) as random variables Conditional expectations were discussed in lectures (see also the second part of Notes 3). The
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