Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526670 | Statistics & Probability Letters | 2005 | 9 Pages |
Abstract
One of the basic theorems used in proving almost sure convergence is the Fatou Lemma. It is common knowledge that any consideration of conditional theorems is a delicate matter. This paper presents a few examples indicating the differences between expected value and conditional expectation. Certain relations between various types of uniform integrability are also provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dariusz Majerek, Wioletta Nowak, WiesÅaw ZiÄba,