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Characterization of Discrete Random Vectors by Conditional Expectations

✍ Scribed by J. Marı́n; J.M. Ruiz; P. Zoroa

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
694 KB
Volume
58
Category
Article
ISSN
0047-259X

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✦ Synopsis

For given real and monotone functions h i 's, we obtain the necessary and sufficient conditions in order that any R n -valuated function 9(x) be the conditional expectation E(h(X)ÂX>x) of a discrete random vector X, where h(X) denotes the random vector (h 1 (X 1 ), ..., h n (X n )).

📜 SIMILAR VOLUMES

Characterization of set-valued condition
Characterization of set-valued conditional expectation
✍ M. Zohry 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB

## Abstract For an essentially bounded closed‐convex‐nonempty set‐valued random variable, it is shown that the conditional expectation is characterized by its integrals over the sets of the associated __σ__ ‐field. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)