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Conditional expectation: Revision history


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22 April 2024

  • curprev 13:0413:04, 22 April 2024 130.226.236.6 talk 33,372 bytes 0 Typo: Swapped H_1 and H_2 under stability. The property is supposed to use stability to pull out conditional expectation wrt. H_1, as this is H_1-measurable and thus also H_2-measurable undo Tag: Reverted

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  • curprev 08:1608:16, 12 July 2021 Dotton talk contribs 28,916 bytes −5 Discussion: I fix a typo: The expression <math>P(X \in H)<\math> should be replaced by <math>P(H)<\math>. Here, <math>X<\math> is a function <math>\Omega \to \mathbb{R}^n</math>, and set <math>H<\math> is subset of <math>\Omega<\math> (and not subset of <math>\mathbb{R}^n<\math>), so the expression <math>\{X \in H\}<\math> doesn't make sense. undo

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