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A note on conditional expectation for Markov kernels

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  • Nogales, A.G.

Abstract

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.

Suggested Citation

  • Nogales, A.G., 2021. "A note on conditional expectation for Markov kernels," Statistics & Probability Letters, Elsevier, vol. 178(C).
    • Handle: RePEc:eee:stapro:v:178:y:2021:i:c:s0167715221001590
    DOI: 10.1016/j.spl.2021.109197
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    1. Nogales, A.G., 2013. "The existence of regular conditional probabilities for Markov kernels," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 891-897.
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      Keywords

      Conditional expectation; Markov kernel;

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