| 一类条件期望的计算(英文) |
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| 引用本文： | 胡晓山,刘继成. 一类条件期望的计算(英文)[J]. 应用数学, 2012, 25(3): 548-552 |
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| 作者姓名： | 胡晓山 刘继成 |
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| 作者单位： | 华中科技大学数学与统计学院,湖北武汉,430074 |
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| 基金项目： | Supported by the NSF of China(10901065);the Fundamental Research Funds for the Central Universities,HUST(2012QN028) |
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| 摘 要： | 本文从条件期望的抽象定义出发给出一类条件期望的计算方法.作为应用,作者计算了文[1]中求条件期望的两个例子.经过比较发现,本文的方法要简单些.
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| 关 键 词： | 随机变量 条件期望 σ-代数 |
On the Calculation for a Class of Conditional Expectations |
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| HU Xiaoshan , LIU Jicheng. On the Calculation for a Class of Conditional Expectations[J]. Mathematica Applicata, 2012, 25(3): 548-552 |
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| Authors: | HU Xiaoshan LIU Jicheng |
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| Affiliation: | (School of Mathematics and Statistics,Huazhong University of Science and Technology,Wuhan 430074,China) |
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| Abstract: | In this note,we provide a method of finding conditional expectations based on its definition.As applications,two examples are provided,for which our method is simpler than that of Brzezniak-Zastawniak[1]. |
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| Keywords: | Random variable Conditional expectations σ-field |
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