条件期望

回归独立性是指给定随机变量X时，随机变量Y的条件期望E（YX）不依赖于X。

Regressive independence means that conditional expectation E ( Y-X ) of two random variables X and Y does not depend on X.

引进了B值随机变量及可测集Γ的双条件期望的概念，研究了双条件期望的主要性质，得到了双条件期望下的几个重要不等式，进而证明了双条件期望的有关收敛定理。

The concept of double conditional expectation for B-valued random variable and measurable set Γ is introduced . We investigate the properties of the related double conditional expectation and obtained several important inequalities . Furthermore the convergence theorems with respect to double conditional expectation are proved .

C～-代数约化聚集自由积上条件期望的忠实性

Faithfulness of Conditional Expectation in Reduced Amalgamated Free Product

集值测度的弱Radon-Nikodym导数及弱集值随机变量条件期望的存在性

Existence of weak radon-nikodym derivatives for set-valued measures and conditional expectations for weak set-valued random variables

在研究支撑函数性质的基础上，证明了随机集列关于单调减σ域族条件期望的强下极限、弱上极限的Fatou引理及KM意义下的控制收敛定理。

Then show Fatou 's lemma in the sense of strong lower-limit , weak upper-limit , and convergence theorem in the sense of K-M for set-valued conditional expectation with monotone decrease sequence of σ - fields .

ISC方法是一种和减小方差技术（VRT）中的条件期望法紧密结合的仿真算法，其算法中去掉了SC方法中的核心概念&标准钟。

ISC method has a close connection with the well-known variance-reduction techniques ( VRT ), conditional method . The clock , which is a core concept in the SC method , is no longer needed in the ISC method .

基于EM算法和完全数据对数似然的条件期望，分别研究了ZIP回归模型在加权扰动、解释变量扰动和响应变量扰动下的局部影响诊断问题，得到了相应的诊断统计量。

Based on the EM algorithm and conditional expectation of the complete-data log-likelihood function , this paper develops the local influence analysis of the zero inflated poisson regression models under the the case-weights , perturbation of explanatory variables and response , respectively , and the corresponding diagnostics statistics are obtained .

本文给出了集合序列弱极限的表示定理，得到了随机集列关于σ-域流的条件期望序列在弱收敛意义下的Fatou型引理和控制收敛定理。

In this paper , a representation theorem is given for the weak limit of a sequence of sets in a Banach space . We obtain Fatou 's lemmas and dominated convergence theorems for set-valued conditional expectations with an increasing sequence of σ - fields .

基于条件期望的全概率公式及其应用

Full Probability Formula Based on the Conditional Expectation and its Applications

风险值和尾部条件期望的实证比较分析

Comparative Analysis of Value-at-risk and Tail Conditional Expectation in Application

利用条件期望解决最优预测问题举例

Using Conditional Expectation to Solve Problems of Best Prediction

关于条件期望的随机序和凸序

On Stochastic Ordering and Convex Ordering for Conditional Expectations

其中包括各种形式的收敛，条件期望和条件独立性的特性。

The basic properties of conditional expectation and conditional independence are also discussed .

集值条件期望不等式及其应用

The Inequalities on Set-Valued Conditional Expectation and Tts Applications

最后，从倒向随机微分方程的解出发，得到了欧式期权定价的条件期望定价公式。

At last we arrive at the condition expectation formula of European option pricing .

双条件期望的收敛定理及不等式

Convergence Theorems and Inequalities of Double Conditional Expectation

条件期望在预测问题中有重要作用。

Conditional expectation is important in prediction .

关于条件期望的讨论

A Discussion on the Conditional Expectation

通过条件期望建立了一个经济预测中的最优预测模型，并对其产生的预测误差进行了估计。

The detection algorithm based on chaotic prediction error is used to detect objects under a chaotic background .

利用局部线性方法来估计条件期望从而得到了参数部分的相合估计。

We ob-tain the consistent estimation of the Parametric part by using local linear method to estimate the conditional expectation .

内容涉及到公共随机数法、对偶变量法、控制变量法、重要抽样法、分层方法、条件期望法和其它相关内容。

It includes common random numbers , antithetic variates , control variates , importance sampling , stratification , conditional expectation and others .

证明中利用条件期望以及马氏性的概念，采用测度的网微分法并运用纯分析运算得出结论。

In the proof , the conclusion is obtained by using differentiation of measures on a net and with pure analytical methods .

对于算法中模型参数的学习，给出了两种不同的贝叶斯估计策略：最大后验估计和条件期望估计。

Model parameters for the learning algorithm , we give two different Bayesian estimation strategies : maximum a posteriori estimation and conditional expectation estimation .

给出了超有限因子到其中的套代数的对角上的忠实正常的条件期望的一个刻画，证明了超有限因子中的套代数的中心恰好是纯量构成的。

The description is given for the faithful normal conditional expectation from a hyperfinite factor onto the diagonal of nest algebra of the hyperfinite factor .

而某些非线性方法不容易处理，如条件期望的前提条件苛刻，计算复杂耗费大；

Even some non-linear methods are not satisfying , Condition Expectation ( CE ), for example , can only be determined for a rigour condition .

首先通过构造一个函数的有限集替代动态规划中的条件期望，其次使用蒙特卡洛模拟和最小二乘法计算第一步中的值函数。

First , in this algorithm , the condition expectation in the dynamic programming principle is replaced by projections on a finite set of functions .

通过对内部交易者的需求函数、市场深度和无条件期望利润的讨论，得到一系列有意义的结果。

Through the analysis of the insider 's demanding function , the market depth and the unconditional profit , we can get some significative result .

本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。

This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder .

经过对传统的委托代理模型的分析认为：传统的委托代理模型存在着假设条件期望效用函数和股东财富最大化的不合理性，不具有可操作性。

Through analysis about traditional principal-agent model , finding out unreasonable factors , for example , expectation effectiveness function and the wealth maximum of stockholder . And it is infeasible .

在非参数和半参数模型中，不论数据是独立的还是相依的，都涉及到对未知均值函数或者对某函数的未知条件期望的估计。

In nonparametric model or parametric model , the estimate of unknown mean function or of unknown condition of some function is always considered either under independent data or under dependent data .