A note on conditional expectation for Markov kernels

被引：0
|
作者：
Nogales, A. G. [1 ]
机构：
[1] Univ Extremadura, Dept Matemat, Avda Elvas S-N, Badajoz 06006, Spain
来源：
STATISTICS & PROBABILITY LETTERS | 2021年 / 178卷
关键词：
Conditional expectation; Markov kernel;
D O I：
10.1016/j.spl.2021.109197
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A known property of conditional expectation is extended to the framework of Markov kernels. Its meaning in terms of densities is provided. Some examples located in the field of clinical diagnosis are presented to delimit the main result of the paper. (C) 2021 Elsevier B.V. All rights reserved.
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页数：6
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