conditional mean (value)
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… …
2Conditional probability distribution — Given two jointly distributed random variables X and Y, the conditional probability distribution of Y given X is the probability distribution of Y when X is known to be a particular value. If the conditional distribution of Y given X is a… …
3Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… …
4Conditional preservation of the saints — The Five Articles of Remonstrance Conditional election Unlimited atonement Total depravity …
5Conditional 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.… …
6Conditional 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… …
7Conditional random field — A conditional random field (CRF) is a statistical modelling method often applied in pattern recognition. More specifically it is a type of discriminative undirected probabilistic graphical model. It is used to encode known relationships between… …
8Conditional Value At Risk - CVaR — A risk assessment technique often used to reduce the probability a portfolio will incur large losses. This is performed by assessing the likelihood (at a specific confidence level) that a specific loss will exceed the value at risk.… …
9Regression toward the mean — In statistics, regression toward the mean (also known as regression to the mean) is the phenomenon that if a variable is extreme on its first measurement, it will tend to be closer to the average on a second measurement, and a fact that may… …
10Expected value — This article is about the term used in probability theory and statistics. For other uses, see Expected value (disambiguation). In probability theory, the expected value (or expectation, or mathematical expectation, or mean, or the first moment)… …
