Law of total expectation
The proposition in probability theory known as the law of total expectation, the law of iterated expectations (LIE), the tower rule, Adam's law, and the smoothing theorem, 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 i.e., the expected value of the conditional expected value of given is the same as the expected value of . One special case states that if is a finite or countable partition of the sample space, then
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Law of total expectation
The proposition in probability theory known as the law of total expectation, the law of iterated expectations (LIE), the tower rule, Adam's law, and the smoothing theorem, 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 i.e., the expected value of the conditional expected value of given is the same as the expected value of . One special case states that if is a finite or countable partition of the sample space, then
has abstract
Em Teoria das probabilidades, ...... spaço de probabilidade, então:
@pt
Le théorème de l'espérance tot ...... alors le résultat suivant : .
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Nella teoria della probabilità ...... , è a sua volta funzione di .
@it
The proposition in probability ...... to the conditional covariance.
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В теорії ймовірностей тверджeн ...... стору елементарних подій, тоді
@uk
雙重期望値定理(Double expectation the ...... h(·)为连续函数，下列期望和条件期望均存在，则 1.
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Em Teoria das probabilidades, ...... spaço de probabilidade, então:
@pt
Le théorème de l'espérance tot ...... alors le résultat suivant : .
@fr
Nella teoria della probabilità ...... eso di stesso. Si osservi che:
@it
The proposition in probability ...... tion of the sample space, then
@en
В теорії ймовірностей тверджeн ...... стору елементарних подій, тоді
@uk
雙重期望値定理(Double expectation the ...... h(·)为连续函数，下列期望和条件期望均存在，则 1.
*
@zh
label
Law of total expectation
@en
Legge delle aspettative iterate
@it
Propriedade de torre
@pt
Théorème de l'espérance totale
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Правило повного математичного сподівання
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雙重期望值定理
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