UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
43.2 43.1 42.2 42.1 41.2 41.1 40.2
40.1 39.2 39.1 38.2 38.1 37.2 37.1
36.2 36.1 35.2 35.1 34.2 34.1 33.2
33.1 32.2 32.1 31.2 31.1 30.2 30.1
29.2 29.1 28.2 28.1 27.2 27.1 26.2
26.1 25.2 25.1 24.2 24.1 23.2 23.1
22.2 22.1 21.2 21.1 20.2 20.1 19.2
19.1 18.2 18.1 17.2 17.1 16.2 16.1
15 14.2 14.1 13.2 13.1 12.2 12.1
11.2 11.1 10.2 10.1 9.2 9.1 8
7.2 7.1 6.2 6.1 5.2 5.1 4.2
4.1 3.2 3.1 2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 20, Fasc. 2,
pages 287 - 291
 

ON DISTRIBUTIONS OF CONDITIONAL EXPECTATIONS

Adam Paszkiewicz

Abstract: Let F and G be distribution functions on R. Then there exist a random variable X and a s -field U satisfying P (X < a) = F(a), P(E(X |U) < a) = G(a) iff integral (F (t)- G(t))dt < 0 < integral (F (t)- G(t))dt (a, oo ) (- oo ,a) for any a (- R. The consideration is kept on a rather elementary level.

1991 AMS Mathematics Subject Classification: 60E0S.

Key words and phrases: distribution of random variable, conditional expectation.

Download:    Abstract    Full text   Abstract + References