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The proposition in probability theory known as the law of total expectation, [1] the law of iterated expectations [2] (LIE), Adam's law, [3] the tower rule, [4] and the smoothing theorem, [5] among other names, states that if is a random variable whose expected value is defined, and is any random variable on the same probability space, then
The tower rule may refer to one of two rules in mathematics: Law of total expectation , in probability and stochastic theory a rule governing the degree of a field extension of a field extension in field theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations , probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms .
This is not a constructive definition; we are merely given the required property that a conditional expectation must satisfy. The definition of E ( X ∣ H ) {\displaystyle \operatorname {E} (X\mid {\mathcal {H}})} may resemble that of E ( X ∣ H ) {\displaystyle \operatorname {E} (X\mid H)} for an event H {\displaystyle H} but these ...
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In mathematics, a direct limit is a way to construct a (typically large) object from many (typically smaller) objects that are put together in a specific way. These objects may be groups, rings, vector spaces or in general objects from any category.
The term "characteristic function" has an unrelated meaning in classic probability theory. For this reason, traditional probabilists use the term indicator function for the function defined here almost exclusively, while mathematicians in other fields are more likely to use the term characteristic function [ a ] to describe the function that ...
In probability, a generic property is an event that occurs almost surely, meaning that it occurs with probability 1. For example, the law of large numbers states that the sample mean converges almost surely to the population mean. This is the definition in the measure theory case specialized to a probability space.