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  2. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of ...

  3. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    The conditional opinion | generalizes the probabilistic conditional (|), i.e. in addition to assigning a probability the source can assign any subjective opinion to the conditional statement (|). A binomial subjective opinion ω A S {\displaystyle \omega _{A}^{S}} is the belief in the truth of statement A {\displaystyle A} with degrees of ...

  4. Martingale (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(probability...

    In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. Stopped Brownian motion is an example of a martingale. It can model an even coin-toss ...

  5. Conditioning (probability) - Wikipedia

    en.wikipedia.org/wiki/Conditioning_(probability)

    The value x = 0.5 is an atom of the distribution of X, thus, the corresponding conditional distribution is well-defined and may be calculated by elementary means (the denominator does not vanish); the conditional distribution of Y given X = 0.5 is uniform on (2/3, 1). Measure theory leads to the same result.

  6. Regular conditional probability - Wikipedia

    en.wikipedia.org/wiki/Regular_conditional...

    In probability theory, regular conditional probability is a concept that formalizes the notion of conditioning on the outcome of a random variable. The resulting conditional probability distribution is a parametrized family of probability measures called a Markov kernel .

  7. Method of conditional probabilities - Wikipedia

    en.wikipedia.org/wiki/Method_of_conditional...

    To do this, instead of computing the conditional probability of failure, the algorithm computes the conditional expectation of Q and proceeds accordingly: at each interior node, there is some child whose conditional expectation is at most (at least) the node's conditional expectation; the algorithm moves from the current node to such a child ...

  8. Doob's martingale convergence theorems - Wikipedia

    en.wikipedia.org/wiki/Doob's_martingale...

    Then the sequence converges almost surely to a random variable with finite expectation. There is a symmetric statement for submartingales with bounded expectation of the positive part. A supermartingale is a stochastic analogue of a non-increasing sequence, and the condition of the theorem is analogous to the condition in the monotone ...

  9. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    For example, the conditional probability that someone unwell (sick) is coughing might be 75%, in which case we would have that P(Cough) = 5% and P(Cough|Sick) = 75 %. Although there is a relationship between A and B in this example, such a relationship or dependence between A and B is not necessary, nor do they have to occur simultaneously.