From the course: Probability Foundations for Data Science

Unlock the full course today

Join today to access over 24,900 courses taught by industry experts.

Conditional expectation

Conditional expectation

From the course: Probability Foundations for Data Science

Start my 1-month free trial Buy for my team

Conditional expectation

“

- [Instructor] Let's wrap up expectation by discussing conditional expectation. You've had some practice when working with expectation of two random variables, but often these variables are independent from each other. This is different, though, when it comes to conditional expectation. Conditional expectation is when the expected value of a random variable depends on the outcome of another random variable. For example, for random variable X and conditional random variable Y, the conditional expectation is denoted by E in parentheses and then X, a bar, Y, and then another parentheses. This is denoted as the expectation of X given Y. The concept of conditional expectation is the same for discrete and continuous random variables, but their corresponding equations are different. Let's begin with conditional expectation for discrete random variables. For discrete random variable X and Y, the conditional expectation of X given…

Contents