Integral, Measure and Martingale
Every time I think I know what's going on, suddenly there's another layer of complications.
2017年4月14日星期五
conditional expected value
E(E(Y|X)=E(Y)
P(A|X)=E(1
A
|X)
P(A)=E[P(A)|X]
http://www.math.uah.edu/stat/expect/Conditional.html#prp2
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