Abstract
This chapter is a continuation of Chapter II. We start with conditional expectations, namely, estimation of a random variable in the presence of partial information. Then, the notion of conditional independence follows as a natural generalization of independence, where the role played by the expectation operator is now played by the conditional expectation operator. Finally, we discuss various ways of constructing random variables and stochastic processes.
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© 2011 Springer Science+Business Media, LLC
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Çınlar, E. (2011). Conditioning. In: Probability and Stochastics. Graduate Texts in Mathematics, vol 261. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87859-1_4
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DOI: https://doi.org/10.1007/978-0-387-87859-1_4
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Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-87858-4
Online ISBN: 978-0-387-87859-1
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