4.1 Conditional Expectation
= 4.1 Conditional Expectation
{c}
{tag=Work by Rick Durrett}
Cited passages: the definition starts on printed p. 205. Equation (4.1.5) and Theorem 4.1.13 on p. 212 give the <law of total expectation> and nested <tower property>. Theorem 4.1.15 on p. 213 gives the <conditional mean> as an <orthogonal projection> and the best predictor under <mean squared error>.