= Conditional expectation
{wiki=Conditional_expectation}
Conditional expectation is a fundamental concept in probability theory and statistics that refers to the expected value of a random variable given that certain conditions or information are known. It captures the idea of updating our expectations based on additional information. Formally, if \\( X \\) is a random variable and \\( Y \\) is another random variable (or an event), the conditional expectation of \\( X \\) given \\( Y \\) is denoted as \\( \\mathbb\{E\}\[X | Y\] \\).
Back to article page