Regular conditional probability: Difference between revisions

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==Alternate definition==
{{disputeabout|'''this way leads to irregular conditional probability'''|Non-regular conditional probability|date=September 2009}}
WeConsider maya alsoRadon definespace <math> \Omega </math> and a real-valued random variable ''X''. As discussed above, in this case there exists a regular conditional expectation with respect to ''X'' and in this case we can alternatively define the '''regular conditional probability''' for an event ''A'' given a particular value ''t'' of the random variable ''T'' in the following manner:
 
:<math> \mathfrak P (A|T=t) = \lim_{U\ni t} \frac {\mathfrak P(A\cap U)}{\mathfrak P(U)},</math>