A note on conditional expectation for Markov kernels

A.G. Nogales

Statistics & Probability Letters, 2021, vol. 178, issue C

Abstract: A known property of conditional expectation is extended to the framework of Markov kernels. Its meaning in terms of densities is provided. Some examples located in the field of clinical diagnosis are presented to delimit the main result of the paper.

Keywords: Conditional expectation; Markov kernel (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2021.109197

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