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Conditional Expectation, Conditional Independence, Introduction to Martingales

  • Yuan Shih Chow
  • Henry Teicher
Part of the Springer Texts in Statistics book series (STS)

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 Probability Space Conditional Expectation Borel Function Degenerate Kernel 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • Yuan Shih Chow
    • 1
  • Henry Teicher
    • 2
  1. 1.Department of StatisticsColumbia UniversityNew YorkUSA
  2. 2.Department of StatisticsRutgers UniversityNew BrunswickUSA

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