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STOCH3 · 1

Conditional expectation

9 concepts · 17 questions

1 / 9

remark

Overview 1The plan of this section

$\mathbb E[X\mid\mathcal G]$ : the best guess of $X$ using only the information in $\mathcal G$ .

Quick check

What is $\mathbb E[X\mid\mathcal G]$ when $\mathcal G = \{\emptyset, \Omega\}$ ?

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