New answers tagged probability
1
vote
Bayes' rule for conditional expectations (Proof review)
$$
\def\Filtr{\mathcal{F}}
\def\EF{E^\Filtr}
$$
Let $f=dQ/dP$, and denote by $E$, $E_Q$ the expectation
with respect to the measure $P$, $Q$, respectively.
Let us also write $\EF$, $\EF_Q$ instead of
$...
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