conditional expectation

  • 1Conditional expectation — In probability theory, a conditional expectation (also known as conditional expected value or conditional mean) is the expected value of a real random variable with respect to a conditional probability distribution. The concept of conditional… …

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  • 2Expectation-maximization algorithm — An expectation maximization (EM) algorithm is used in statistics for finding maximum likelihood estimates of parameters in probabilistic models, where the model depends on unobserved latent variables. EM alternates between performing an… …

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  • 3Conditional variance — In probability theory and statistics, a conditional variance is the variance of a conditional probability distribution. Particularly in econometrics, the conditional variance is also known as the scedastic function or skedastic function.… …

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  • 4Conditional independence — These are two examples illustrating conditional independence. Each cell represents a possible outcome. The events R, B and Y are represented by the areas shaded red, blue and yellow respectively. And the probabilities of these events are shaded… …

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  • 5Conditional probability — The actual probability of an event A may in many circumstances differ from its original probability, because new information is available, in particular the information that an other event B has occurred. Intuition prescribes that the still… …

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  • 6Conditional preservation of the saints — The Five Articles of Remonstrance Conditional election Unlimited atonement Total depravity …

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  • 7Method of conditional probabilities — In mathematics and computer science, the probabilistic method is used to prove the existence of mathematical objects with desired combinatorial properties. The proofs are probabilistic they work by showing that a random object, chosen from some… …

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  • 8Law of total expectation — The proposition in probability theory known as the law of total expectation, the law of iterated expectations, the tower rule, the smoothing theorem, among other names, states that if X is an integrable random variable (i.e., a random variable… …

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  • 9Conditioning (probability) — Beliefs depend on the available information. This idea is formalized in probability theory by conditioning. Conditional probabilities, conditional expectations and conditional distributions are treated on three levels: discrete probabilities,… …

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  • 10probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …

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