conditional expectation

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conditional expectation

[kən′dish·ən·əl ‚ek‚spek′tā·shən]
(mathematics)
If X is a random variable on a probability space (Ω, F,P), the conditional expectation of X with respect to a given sub σ-field F′ of F is an F′-measurable random variable whose expected value over any set in F′ is equal to the expected value of X over this set.
(statistics)
The expected value of a conditional distribution.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
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References in periodicals archive ?
The marginal effect is obtained by differentiating the conditional expected value of the dependent variable with respect to the explanatory variables: [partial derivative]E|y|[x.sub.1]/[partial derivative][x.sub.1] = [[beta].sub.1].
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(3) the conditional expected value of [u.sub.i] given [v.sub.i] is [gamma]v, in other words, we assume linearity in the population regression of u on v.
Errata
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The conditional expected value of S' given K = k is
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The conditional expected value of total warranty cost has been analysed.
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As with OLS estimates, one interprets QR coefficients as rates of change in conditional expected values. The QR expectations, however, are taken of quantiles, rather than of the variables themselves.
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