Regular conditional probability: Difference between revisions

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=== Relation to conditional expectation ===

For discrete and continuous random variables, the [[conditional expectation]] can be expressed as

In probability theory, the theory of [[conditional expectation]] is developed before that of regular conditional distributions.<ref>{{cite book |last1=Durrett |first1=Richard |title=Probability : theory and examples |date=2010 |publisher=Cambridge University Press |___location=Cambridge |isbn=9780521765398 |edition=4th}}</ref>

For discrete and continuous random variables, the conditional expectation can be expressed as

:<math>

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