Question

How to prove expectations of beta binomials

score 137 · Answer 1 · 2026-03-26 06:25:51

137

Views

How to prove expectations of beta binomials

Published on 26 Mar 2026 - 6:25

score 39 · Answer 2 · 2026-03-27 13:25:35

39

Views

$\mathbb{E}((M(\tau)-M(\rho))^2|F_{\rho})=\mathbb{E}(M^2(\tau)-M^2(\rho)|F_{\rho})$

Published on 27 Mar 2026 - 13:25

score 383 · Answer 3 · 2026-03-27 13:20:10

383

Views

Optional sampling theorem St. Petersburg paradox

Published on 27 Mar 2026 - 13:20

score 804 · Answer 4 · 2026-04-01 03:07:29

804

Views

$Var (X_n)= Var(X_0) +\sum_{k=0}^{n} Var (X_{k}-X_{k-1})$, Martingale Variance

Published on 01 Apr 2026 - 3:07

score 626 · Answer 5 · 2026-03-26 04:30:10

626

Views

What does it mean by saying 'a random variable $\mathit X$ is $\mathcal G$-measurable'?

Published on 26 Mar 2026 - 4:30

score 230 · Answer 6 · 2026-02-23 10:14:21

230

Views

Regular conditional probability on Polish space and absolute continuity

Published on 23 Feb 2026 - 10:14

score 39 · Answer 7 · 2026-04-01 03:12:57

39

Views

How to prove $\mathbb{E}\{M_m 1_{\Psi}\}=\mathbb{E}\{M_n1_{\Psi}\}$, given that $n\geq m$, $\Psi\in\mathcal{F_m}$ and $(M_n)_{n\geq1}$ is martingale?

Published on 01 Apr 2026 - 3:12

score 52 · Answer 8 · 2020-05-23 16:29:03

52

Views

Does $\mathbb E[f(X,Y)\mid X=x]=\mathbb E[f(x,Y)\mid X=x]$?

Published on 23 May 2020 - 16:29

score 320 · Answer 9 · 2020-05-23 22:27:46

320

Views

Law of unconscious statistician for conditional expectation

Published on 23 May 2020 - 22:27

score 153 · Answer 10 · 2026-04-01 03:07:29

153

Views

Show martingality property for r.v. $S_{\infty}$, given some assumptions. Could you please detail your answer to my two points?

Published on 01 Apr 2026 - 3:07

score 23 · Answer 11 · 2020-05-24 17:33:57

23

Views

Derive $P[D = 1|X]$ from $X = f(X,-1)P[D =-1|X] + f(X,1)P[D =1|X]$

Published on 24 May 2020 - 17:33

score 23 · Answer 12 · 2020-05-24 22:04:49

23

Views

Let $h(Y)$ be a random variable such that $E|h(Y)| < \infty$ and $K(X)$ a random variable. Show that $E[h(Y)|X,K(X)] = E[h(Y)|X]$

Published on 24 May 2020 - 22:04

score 93 · Answer 13 · 2020-05-24 22:14:57

93

Views

Computing Conditional Expectation of Banach-valued Random Variable (Brownian Bridge)

Published on 24 May 2020 - 22:14

score 36 · Answer 14 · 2020-05-25 07:32:46

36

Views

Does $X \sim Y$ and $P[D|X]=P[D|Y]$ imply $(D,X) \sim (D,Y)$?

Published on 25 May 2020 - 7:32

score 39 · Answer 15 · 2026-03-29 18:07:34

39

Views

Expected value of different dice roll results given number of rolls

Published on 29 Mar 2026 - 18:07

List Question

How to prove expectations of beta binomials

$\mathbb{E}((M(\tau)-M(\rho))^2|F_{\rho})=\mathbb{E}(M^2(\tau)-M^2(\rho)|F_{\rho})$

Optional sampling theorem St. Petersburg paradox

$Var (X_n)= Var(X_0) +\sum_{k=0}^{n} Var (X_{k}-X_{k-1})$, Martingale Variance

What does it mean by saying 'a random variable $\mathit X$ is $\mathcal G$-measurable'?

Regular conditional probability on Polish space and absolute continuity

How to prove $\mathbb{E}\{M_m 1_{\Psi}\}=\mathbb{E}\{M_n1_{\Psi}\}$, given that $n\geq m$, $\Psi\in\mathcal{F_m}$ and $(M_n)_{n\geq1}$ is martingale?

Does $\mathbb E[f(X,Y)\mid X=x]=\mathbb E[f(x,Y)\mid X=x]$?

Law of unconscious statistician for conditional expectation

Show martingality property for r.v. $S_{\infty}$, given some assumptions. Could you please detail your answer to my two points?

Derive $P[D = 1|X]$ from $X = f(X,-1)P[D =-1|X] + f(X,1)P[D =1|X]$

Let $h(Y)$ be a random variable such that $E|h(Y)| < \infty$ and $K(X)$ a random variable. Show that $E[h(Y)|X,K(X)] = E[h(Y)|X]$

Computing Conditional Expectation of Banach-valued Random Variable (Brownian Bridge)

Does $X \sim Y$ and $P[D|X]=P[D|Y]$ imply $(D,X) \sim (D,Y)$?

Expected value of different dice roll results given number of rolls

Trending Questions

Popular # Hahtags

Popular Questions