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 P_n[f(X_n)|Y_n] to a conditional expectation of the form P[f(X)|Y]. We study, in particular, the case in which the random variables Y_n, Y are of the type h_n(X_n), h(X).
Two inequalities for conditional expectations and convergence results for filters / I. Crimaldi; L. Pratelli. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 74:(2005), pp. 151-162. [10.1016/j.spl.2005.04.039]
Two inequalities for conditional expectations and convergence results for filters
CRIMALDI, IRENE;
2005
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 P_n[f(X_n)|Y_n] to a conditional expectation of the form P[f(X)|Y]. We study, in particular, the case in which the random variables Y_n, Y are of the type h_n(X_n), h(X).File in questo prodotto:
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