relation: http://eprints.imtlucca.it/987/
title: Two inequalities for conditional expectations and convergence results for filters
creator: Crimaldi, Irene
creator: Pratelli, Luca
subject: HA Statistics
subject: QA Mathematics
description: 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)|Yn] to a conditional expectation of the form P [f(X)|Y]. We study, in particular, the case in which the random variables Yn  Y are of the type hn (Xn), h(X)
publisher: Elsevier
date: 2005
type: Article
type: PeerReviewed
identifier:   Crimaldi, Irene and Pratelli, Luca  Two inequalities for conditional expectations and convergence results for filters.  Statistics and probability letters , 74 (2).  pp. 151-162.  ISSN 0167-7152      (2005)  
relation: http://dx.doi.org/10.1016/j.spl.2005.04.039
relation: doi:10.1016/j.spl.2005.04.039