A Note on Conditional Expectation for Markov Kernels
arXiv:2006.03328 · doi:10.1016/j.spl.2021.109197
Abstract
A known property of conditional expectation is extended to the framework of Markov kernels. Its meaning in terms of densities is provided. Some examples located in the field of clinical diagnosis are presented to delimit the main result of the paper.
arXiv comment9 pages, 1 figure