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条件期望的求法及应用
引用本文:魏艳华,王丙参,张凡弟.条件期望的求法及应用[J].渭南师范学院学报,2012(2):37-40.
作者姓名:魏艳华  王丙参  张凡弟
作者单位:天水师范学院数学与统计学院,甘肃天水,741001
基金项目:甘肃省自然科学研究基金计划项目(096RJZE106)
摘    要:研究了条件期望的性质及求法,系统论述了Radon-Nikodym定理与条件期望的相互关系,探讨了它在统计推断中的应用,并利用条件期望预测实际问题,从而便于更好理解条件期望的本质.

关 键 词:条件期望  可测  代数  检验

Applications and Methods to Find the Solution of Conditional Expectation
WEI Yan-hua,WANG Bing-can,ZHANG Fan-di.Applications and Methods to Find the Solution of Conditional Expectation[J].Journal of Weinan Teachers College,2012(2):37-40.
Authors:WEI Yan-hua  WANG Bing-can  ZHANG Fan-di
Institution:(School of Mathematics and Statistics,Tianshui Normal University,Tianshui 741001,China)
Abstract:This paper discusses the characteristics and methods to find the solution of conditional expectation.The relations between Radon-Nikodym theorem and conditional expectation are systematically studied in this paper.It analyzes the application in statistics predict and specially discusses the application in the best prediction by examples,in order to comprehend conditional expectation.
Keywords:conditional expectation  measurable  field  test
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