TY  - JOUR
SN  - 0167-7152
N2  - 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)
ID  - eprints987
EP  - 162
PB  - Elsevier
JF  - Statistics and probability letters 
IS  - 2
AV  - none
TI  - Two inequalities for conditional expectations and convergence results for filters
SP  - 151
VL  - 74
A1  - Crimaldi, Irene
A1  - Pratelli, Luca
UR  - http://dx.doi.org/10.1016/j.spl.2005.04.039
Y1  - 2005///
KW  - Conditional expectation; Convergence in distribution; Convergence in total variation
ER  -