Conditional Expectation, Conditional Independence, Introduction to Martingales

Yuan Shih Chow and Henry Teicher
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Yuan Shih Chow: Columbia University, Department of Mathematics and Statistics
Henry Teicher: Rutgers University, Department of Statistics

Chapter 7 in Probability Theory, 1978, pp 198-246 from Springer

Abstract: Abstract From a theoretical vantage point, conditioning is a useful means of exploiting auxiliary information. From a practical vantage point, conditional probabilities reflect the change in unconditional probabilities due to additional knowledge.

Keywords: Conditional Probability; Conditional Expectation; Borel Function; Monotone System; Stochastic Sequence (search for similar items in EconPapers)
Date: 1978
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DOI: 10.1007/978-1-4684-0062-5_7

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