条件期望的求法及应用

Applications and Methods to Find the Solution of Conditional Expectation

研究了条件期望的性质及求法,系统论述了Radon-Nikodym定理与条件期望的相互关系,探讨了它在统计推断中的应用,并利用条件期望预测实际问题,从而便于更好理解条件期望的本质.

This paper discusses the characteristics and methods to find the solution of conditional expectation. The relations be- tween Radon-Nikodym theorem and conditional expectation are systematically studied in this paper. It analyzes the application in sta- tistics predict and specially discusses the application in the best prediction by examples, in order to comprehend conditional expecta- tion.