Law of total expectation
id:
law-of-total-expectation-227-182354
title:
Law of total expectation
text:
The proposition in probability theory known as the law of total expectation, the law of iterated expectations (LIE), Adam's law, the tower rule, and the smoothing theorem, among other names, states that if X is a random variable whose expected value E is defined, and Y is any random variable on the same probability space, then
- E = E , i.e., the expected value of the conditional expected value of X given Y is the same as the expected value of X. The conditional expected value E , with Y
brand slug:
wiki
category slug:
encyclopedia
description:
Proposition in probability theory
original url:
https://en.wikipedia.org/wiki/Law_of_total_expectation
date created:
2003-09-05T22:03:13Z
date modified:
2024-09-14T21:41:47Z
main entity:
{"identifier":"Q2247110","url":"https://www.wikidata.org/entity/Q2247110"}
image:
fields total:
13
integrity:
15