Conditional measures and applications
Auteur :
Rao, M.M.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781574445930
Date de publication :
25 mai 2005
Dimensions :
22,9 x 15,2 cm
Poids :
793 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Offers a treatment of various aspects of conditional expectations and probability measures and their structural analysis. This text covers applications in sufficiency, Markov processes, and martingales. It illustrates the difficulties in calculating conditional expectations for multivariate distributions and methods for solutions in such cases.