eprintid: 987
rev_number: 7
eprint_status: archive
userid: 36
dir: disk0/00/00/09/87
datestamp: 2011-10-31 14:55:36
lastmod: 2011-11-03 13:19:36
status_changed: 2011-10-31 14:55:36
type: article
metadata_visibility: show
creators_name: Crimaldi, Irene
creators_name: Pratelli, Luca
creators_id: irene.crimaldi@imtlucca.it
creators_id: 
title: Two inequalities for conditional expectations and convergence results for filters
ispublished: pub
subjects: HA
subjects: QA
divisions: EIC
full_text_status: none
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)|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)
date: 2005
publication: Statistics and probability letters 
volume: 74
number: 2
publisher: Elsevier
pagerange: 151-162
id_number: doi:10.1016/j.spl.2005.04.039
refereed: TRUE
issn: 0167-7152
official_url: http://dx.doi.org/10.1016/j.spl.2005.04.039
citation:   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)