Probability, Statistics, and Stochastic Processes
3.6.1 Real-Valued Functions of Random Vectors 178 3.6.2 The Expected Value and Variance of a Sum 182 3.6.3 Vector-Valued Functions of Random Vectors 188 3.7 Conditional Expectation 191 3.7.1 Conditional Expectation as a Random Variable 195 3.7.2 Conditional Expectation and Prediction 197 3.7.3 Conditional Variance 198 3.7.4 Recursive Methods 199
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