Linked from

The 23 pages that link to Conditional expectation, each with the reason it gives.

• Expected valueBroader topic: It refines an unconditional average when additional information is available.

• Conditional probabilityBroader topic: It generalizes conditioning from event probabilities to expected values.

• Linear regressionRelated: The regression function often targets the response's conditional mean.

• Regression analysisRelated: Many regression models describe the outcome's conditional mean.

• Measurable functionRelated: Its defining approximation must be measurable with respect to the conditioning information.

• Radon–Nikodym theoremRelated: It can be constructed as a Radon–Nikodym derivative on a sub-σ-algebra.

• Uniform integrabilityRelated: Families of conditional expectations often inherit uniform integrability, enabling convergence arguments.

• MartingaleBroader topic: The martingale condition states that conditioning a future value on present information recovers the present value.

• Filtration (probability theory)Related: It extracts the best expected estimate using one sigma-algebra in the filtration.

• Linearity of expectationRelated: Its tower and additivity properties extend expectation techniques to calculations conditioned on information.

• Optional stopping theoremNarrower topic: Martingale definitions and stopping arguments are expressed through conditional expectations.

• Poisson regressionRelated: The model targets the expected count conditional on the explanatory variables.

• Rao–Blackwell theoremBroader topic: It defines the estimator produced by the Rao–Blackwell procedure.

• Law of total expectationBroader topic: The law applies expectation again to this intermediate, information-dependent average.

• Law of total varianceBroader topic: The conditional mean whose variance supplies the between-condition component.

• Regression toward the meanRelated: The expected next value given an extreme observation lies nearer the mean when measurements are imperfectly correlated.

• Aumann's agreement theoremRelated: Posterior probabilities are conditional expectations of an event’s indicator given each agent’s information.

• Doob martingaleRelated: Each martingale value is the conditional expectation of a fixed target given current information.

• Kolmogorov's zero–one lawRelated: Conditional expectation onto tail information offers a route to proving the law.

• Lehmann–Scheffé theoremBroader topic: The Rao–Blackwellized estimator is the conditional expectation given the sufficient statistic.

• Basu's theoremRelated: The proof studies conditional expectations of functions of the ancillary statistic.

• Doob's martingale inequalityRelated: The submartingale condition is stated through conditional expectations.

• Azuma's inequalityRelated: Martingale increments have zero conditional expectation with respect to the past.