| 关于全期望公式应用的一个注记 |
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| 引用本文： | 刘仁彬. 关于全期望公式应用的一个注记[J]. 中国西部科技, 2014, 0(4): 97-99 |
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| 作者姓名： | 刘仁彬 |
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| 作者单位： | 重庆理工大学数学与统计学院,重庆400054 |
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| 摘 要： | 本文在随机变量服从任意概率分布条件下,给出了全期望公式的证明。并通过一些特例说明了该公式在概率论和随机过程中的具体应用。
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| 关 键 词： | 期望 条件期望 Riemann-Stieltjes积分 |
An Annotation on the Application of Total Expectation Formula |
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| LIU Ren-bin. An Annotation on the Application of Total Expectation Formula[J]. Science and Technology of West China, 2014, 0(4): 97-99 |
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| Authors: | LIU Ren-bin |
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| Affiliation: | LIU Ren-bin(School of Mathematics and Statistics, Chongqing University of Technology, Chongqing 400054, China) |
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| Abstract: | Under the condition that random variable obeys arbitrary probability distribution, the proof of total expectation formula was given in this paper. Some special cases indicated the specific application of this formula in probability theory and stochastic process. |
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| Keywords: | Expectation Conditional Expectation Riemann-Stieltjes Integral |
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