6. Conditional Expectation

  1. Liliana Blanco Castañeda1,
  2. Viswanathan Arunachalam2 and
  3. Selvamuthu Dharmaraja3

Published Online: 11 JUL 2012

DOI: 10.1002/9781118344972.ch6

Introduction to Probability and Stochastic Processes with Applications

Introduction to Probability and Stochastic Processes with Applications

How to Cite

Castañeda, L. B., Arunachalam, V. and Dharmaraja, S. (2012) Conditional Expectation, in Introduction to Probability and Stochastic Processes with Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118344972.ch6

Author Information

  1. 1

    National University of Colombia, Bogotá, Colombia

  2. 2

    Universidad de los Andes, Bogotá, Colombia

  3. 3

    Indian Institute of Technology Delhi, New Delhi, India

Publication History

  1. Published Online: 11 JUL 2012
  2. Published Print: 11 JUN 2012

ISBN Information

Print ISBN: 9781118294406

Online ISBN: 9781118344972

SEARCH

Keywords:

  • conditional distribution;
  • probability theory;
  • random variables;
  • Poisson random variables;
  • binomial distribution

Summary

This chapter contains sections titled:

  • Conditional Distribution

  • Conditional Expectation Given a σ-Algebra