Conditional Expectation, Given a Random Vector

Author(s):  
Paul E. Pfeiffer
2021 ◽  
Vol 106 ◽  
pp. 107371
Author(s):  
Rahul Sharma ◽  
Tripti Goel ◽  
M. Tanveer ◽  
Shubham Dwivedi ◽  
R. Murugan

1991 ◽  
Vol 7 (3) ◽  
pp. 397-403 ◽  
Author(s):  
Kenneth Nordström

Alternative definitions of the concentration ellipsoid of a random vector are surveyed, and an extension of the concentration ellipsoid of Darmois is suggested as being the most convenient and natural definition. The advantage of the proposed definition in providing substantially simplified proofs of results in (linear) estimation theory is discussed, and is illustrated by new and short proofs of two key results. A not-so-well-known, but elementary, extremal representation of a nonnegative definite quadratic form, together with the corresponding Cauchy-Schwarẓ-type inequality, is seen to play a crucial role in these proofs.


2010 ◽  
Vol 101 (9) ◽  
pp. 2250-2253 ◽  
Author(s):  
Christopher S. Withers ◽  
Saralees Nadarajah

2021 ◽  
Vol 298 ◽  
pp. 113520
Author(s):  
Khaled Elmaadawy ◽  
Mohamed Abd Elaziz ◽  
Ammar H. Elsheikh ◽  
Ahmed Moawad ◽  
Bingchuan Liu ◽  
...  

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