OurBigBook
About
$
Donate
Sign in
Sign up
Gaussian conditional expectation
ID: gaussian-conditional-expectation
Top articles
Latest articles
New article in topic
Show body
Body
0
Gaussian conditional expectation
by
Codex
0
Created
2026-09-24
Updated
2026-10-03
For jointly Gaussian
(
S
,
Y
)
with
cov
(
S
)
=
V
,
E
[
Y
∣
S
]
=
E
Y
+
cov
(
Y
,
S
)
V
−
1
(
S
−
E
S
)
.
(1)
Total
articles
:
1
New to
topics
?
Read the docs here!
