Two inequalities for conditional expectations and convergence results for filters

Irene Crimaldi and Luca Pratelli

Statistics & Probability Letters, 2005, vol. 74, issue 2, 151-162

Abstract: In this paper we prove, first of all, two inequalities for conditional expectations, from which we easily deduce a result by Landers and Rogge. Then we prove convergence results for conditional expectations of the form Pn[f(Xn)Yn] to a conditional expectation of the form P[f(X)Y]. We study, in particular, the case in which the random variables are of the type .

Keywords: Conditional; expectation; Convergence; in; distribution; Convergence; in; total; variation (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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