@article{eprints987, number = {2}, pages = {151--162}, volume = {74}, year = {2005}, title = {Two inequalities for conditional expectations and convergence results for filters}, author = {Irene Crimaldi and Luca Pratelli}, publisher = {Elsevier}, journal = {Statistics and probability letters }, keywords = {Conditional expectation; Convergence in distribution; Convergence in total variation}, abstract = {In this paper we prove, first of all, two inequalities for conditional expectations, from which we easily deduce a result by Landers and Rogge. Then we prove convergence results for conditional expectations of the form Pn [f(Xn){\ensuremath{|}}Yn] to a conditional expectation of the form P [f(X){\ensuremath{|}}Y]. We study, in particular, the case in which the random variables Yn Y are of the type hn (Xn), h(X)}, url = {http://eprints.imtlucca.it/987/} }