From 1d700ab734aa9b6711eb31796beb25cb7659d8e0 Mon Sep 17 00:00:00 2001 From: Prefetch Date: Tue, 20 Dec 2022 20:11:25 +0100 Subject: More improvements to knowledge base --- source/know/concept/conditional-expectation/index.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) (limited to 'source/know/concept/conditional-expectation') diff --git a/source/know/concept/conditional-expectation/index.md b/source/know/concept/conditional-expectation/index.md index f64fa72..cd40315 100644 --- a/source/know/concept/conditional-expectation/index.md +++ b/source/know/concept/conditional-expectation/index.md @@ -41,7 +41,7 @@ Where $$Q$$ is a renormalized probability function, which assigns zero to all events incompatible with $$Y = y$$. If we allow $$\Omega$$ to be continuous, then from the definition $$\mathbf{E}[X]$$, -we know that the following Lebesgue integral can be used, +we know that the following *Lebesgue integral* can be used, which we call $$f(y)$$: $$\begin{aligned} @@ -103,6 +103,7 @@ such that $$\mathbf{E}[X | \sigma(Y)] = f(Y)$$, then $$Z = \mathbf{E}[X | \sigma(Y)]$$ is unique. + ## Properties A conditional expectation defined in this way has many useful properties, -- cgit v1.2.3