Lecture Probability Theory - Lecture 11: Conditional Density Functions and Conditional Expected Values
Lecture Probability Theory - Lecture 11: Conditional Density Functions and Conditional Expected Values
Lecture Probability Theory - Lecture 11: Conditional Density Functions and Conditional Expected Values. In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value – the value it would take “on average” over an arbitrarily large number of occurrences – given that a certain set of conditions is known to occur. If the random variable can take on only a finite number of values, the “conditions” are that the variable