[Chapter 7] #5 Conditional expectation

preview_player
Показать описание

  1. Jingchen (Monika) Hu
Рекомендации по теме
[Chapter 7] #5 0:03:24

[Chapter 7] #5 Conditional expectation

[Chapter 7] #5 0:20:34

[Chapter 7] #5 Conditional expectation

Conditional Expectation of 0:08:24

Conditional Expectation of Stock Prices Following a Binomial Tree

Conditional Expectation Proof 0:03:11

Conditional Expectation Proof (The Law of Iterated Expectation)

2020/12/24, Theory of 0:49:10

2020/12/24, Theory of Probability: Chapter 7 - Properties of Expectation (English)

Conditional Expectation 0:07:51

Conditional Expectation

PB55: Conditional Expectation 0:06:49

PB55: Conditional Expectation Practice Problems

The Conditional Expectation 0:04:11

The Conditional Expectation of X given that Y=y

Understanding Conditional Expectation: 0:06:15

Understanding Conditional Expectation: Iterated Expectation,Adam's Law, and Eve's Law

[Chapter 7] #6 0:01:34

[Chapter 7] #6 Conditional variance

MT/10. Conditional expectation 0:08:33

MT/10. Conditional expectation simple example

Probability and Statistics 1:25:02

Probability and Statistics | Lecture - 21: Conditional Expectation and Joint MGF

PB25: Conditional Expected 0:07:55

PB25: Conditional Expected Value

Solutions to Problems 0:10:15

Solutions to Problems 5-7(Chapter 17 Limited Dependent Var Models and Sample Selection Corrections)

Conditional Expectation | 0:00:20

Conditional Expectation | Mathematical expectation | Statistics

SEM 2 (2020) 0:20:42

SEM 2 (2020) - Lecture 3-3: Conditional expectation

Conditional expectation notes 0:01:41

Conditional expectation notes

Master Program: Probability 1:19:31

Master Program: Probability Theory - Lecture 24: Conditional expectation

Lecture 16 (Part 0:06:50

Lecture 16 (Part 7): Example of conditional expectation, conditioned on general r.v

ST342 066 0:06:50

ST342 066 Conditional expectation 1 of 4

08-11. Conditional expectation 0:31:48

08-11. Conditional expectation - Main properties of the conditional expectation.

Conditional expectation of 0:07:46

Conditional expectation of a function of a random variable

Comment yes for 0:00:22

Comment yes for more body language videos! #selfhelp #personaldevelopment #selfimprovement

[Chapter 7] #6 0:02:56

[Chapter 7] #6 Computing expectations by conditioning

Комментарии
Автор

Hello Jingchen,
I am reading Stochastic calculus from Steven Shreve, I am currently doing Chap 11 Jump process.
I am struggling to see how RV for jumps is constructed in Poisson process
(Compound Poisson process and Compensated Poisson process)

Are you able to make a video on the construction of the RV for jump process?

Kindly suggest any material or videos that you may be aware of.

Thank you

kdpr
Автор

Thank you for the nice video.

In condition expectation o X given Y=y, y is fixed and we sum the conditional probability of X for this constant element y.
I am not clear about the below:
Be it in discrete or in Continuous function, is the result of this conditional expectation calculation in RV X terms or Y terms?
The reason I am asking the above clarification is because in E[E[X/Y]] for the calculating this conditioned expectation you are applying Summation for Y=y E[X/Y=y]* p{Y=y}. I am not clear why you chose RV Y - p{Y=y}?

kdpr
Автор

Hello
Jingchen, Thank you for the video.
I have the following questions
1.In section 'Computing expectation by conditioning' you used p{Y=y}. Can I please understand why you choose random variable (RV) Y and not RV X.
2. Usually when a RV Y=y is taken as fixed we sum (or Integrate) the other RV X. But in this section, you have applied sum ( or integrate ) RV Y itself though it is fixed value. Can I please understand why?
3. Generally, when I take a RV as fixed (here RV Y) and I sum for all value of the other RV X I get solution in terms of RV X. What happens in this section 'Computing expectation by conditioning'?

Kindly help

kdpr
Автор

Thank you so much. I understood very well <3😄

syazwinaaida