摘要
文中研究了条件期望性质及与Radon-Nikodym定理的关系,并举例分析了它在最优预测中的应用.
The relations between Radon-Nikodym theorem and the characteristics of conditional expectation are systematically studied in this paper,specially analyzes the application in the optimal prediction by the examples.
出处
《通化师范学院学报》
2010年第8期8-9,12,共3页
Journal of Tonghua Normal University
基金
天水师范学院科研基金(TSA0931)
关键词
条件期望
可测
最优预测
conditional expectation
measurable
optimal prediction
