Skip to Main Content
Introduction to Probability
book

Introduction to Probability

by Joseph K. Blitzstein, Jessica Hwang
September 2015
Beginner content levelBeginner
596 pages
18h 33m
English
CRC Press
Content preview from Introduction to Probability

Chapter 9

Conditional expectation

Given that you’ve read the earlier chapters, you already know what conditional expectation is: expectation, but using conditional probabilities. This is an essential concept, for reasons analogous to why we need conditional probability:

  • Conditional expectation is a powerful tool for calculating expectations. Using strategies such as conditioning on what we wish we knew and first-step analysis, we can often decompose complicated expectation problems into simpler pieces.
  • Conditional expectation is a relevant quantity in its own right, allowing us to predict or estimate unknowns based on whatever evidence is currently available. For example, in statistics we often want to predict a response variable (such as test ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Introduction to Probability.

Introduction to Probability.

N. Balakrishnan, Markos V. Koutras, Konstadinos G. Politis

Publisher Resources

ISBN: 9781466575578