摘要
条件数学期望是高等概率论中的一个重要且基本的概念,它一方面联系了初等概率论中的条件概率,另一方面又与随机分析中的鞅理论密切相关.从条件概率的角度出发,用直观而不失严谨的语言一步步地引入条件数学期望的概念.
Conditional expectation is an important terminology in probability theory,which is mostly used in stochastic analysis.In this paper,conditional expectation has been introduced step by step from condi-tional probability;besides,examples have been listed and alternative approach provided on the basis of proj ection onto closed subspaces to conditional expectation.
出处
《西南师范大学学报(自然科学版)》
CAS
CSCD
北大核心
2014年第4期227-229,共3页
Journal of Southwest China Normal University(Natural Science Edition)
基金
国家自然科学基金资助项目(11101452)
中央高校基本科研业务专项资金资助项目(SWU113038
XDJK2014C076)
关键词
条件概率
数学期望
条件数学期望
conditional probability
expectation
conditional expectation