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)
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Official URL: http://dx.doi.org/10.1016/j.spl.2005.04.039
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)
| Item Type: | Article |
|---|---|
| Identification Number: | 10.1016/j.spl.2005.04.039 |
| Uncontrolled Keywords: | Conditional expectation; Convergence in distribution; Convergence in total variation |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Irene Crimaldi |
| Date Deposited: | 31 Oct 2011 14:55 |
| Last Modified: | 03 Nov 2011 13:19 |
| URI: | http://eprints.imtlucca.it/id/eprint/987 |
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