Results 231 to 240 of about 388,903 (284)

Effects Among the Affected. [PDF]

open access: yesStat Med
Montoya LM   +4 more
europepmc   +1 more source

On characterization of distribution by conditional expectation

Communications in Statistics, 1975
We show that, under mild conditions on h(1), E(h(X)∣X>y) charactarizes the distribution function of K, and exhibit a method of obtainig the distribution whenever E(h(X)∣X>y) is known, in the continuos and in the discrete case The results of Shenbhag (1970) aad Hamdan (1972) follow immediately.
exaly   +3 more sources

Expected Conditioning

IMA Journal of Numerical Analysis, 1985
The author presents a stochastic analysis for condition numbers of square matrices. The expected condition analysis has desirable properties under scaling transformations, which enables the equilibration of a matrix to be carried out. An optimal scaling enables the best conditioned of all the possible equilibrated matrices to be determined.
openaire   +1 more source

A theorem on conditional expectation

IEEE Transactions on Information Theory, 1970
A statistic often encountered in various estimation problems is the conditional ensemble average of the time derivative of a random signal given the signal. It turns out that for a very large class of random signals this statistic is equal to zero. This is a rather surprising result and as far as can be determined has not been precisely stated and ...
James E. Mazo, Jack Salz
openaire   +1 more source

Limits of conditional expectations

IEEE Transactions on Information Theory, 1993
Summary: If \((X^ N, Y^ N)\) on a probability space \((\Omega^ N, {\mathcal F}^ N, P^ N)\) converge in distribution to \((X,Y)\) on \((\Omega, {\mathcal F}, P)\), it is not necessarily true that the conditional expectations \(E^{P^ N} \{F(X^ N)\mid Y^ N\}\) converge in distribution to \(E^ P \{F(X)\mid Y\}\), even for bounded, continuous functions \(F\)
openaire   +2 more sources

On Characterizations of Conditional Expectation

Canadian Mathematical Bulletin, 1973
In the following (Ω, α, μ) is a totally σ-finite measure space except where noted. For a sub-σ-algebra β ⊂ α, the conditional expectation E{f|β} off given β is a function measurable relative to β, such thatIn [5] R.G.Douglas proved, among other things the following, in the finite case:Suppose μ(Ω)=l.
openaire   +1 more source

The specification of conditional expectations

Journal of Empirical Finance, 1991
Abstract This paper explores different specifications of conditional expectations. The most common specification, linear least squares, is contrasted with nonparametric techniques that make no assumptions about the distribution of the data. Nonparametric regression is successful in capturing some nonlinearities in financial data, in particular ...
openaire   +1 more source

Expectation and conditioning

Physica A: Statistical Mechanics and its Applications, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alstrøm, Preben   +1 more
openaire   +1 more source

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