Regular conditional probability: Difference between revisions

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The [[measurable space]] <math>(\Omega, \mathcal F)</math> is said to have the '''regular conditional probability property''' if for all [[probability measure]]s <math>\mathfrak P</math> on <math>(\Omega, \mathcal F),</math> all [[random variable]]s on <math>(\Omega, \mathcal F, \mathfrak P)</math> admit a regular conditional probability. A [[Radon space]], in particular, has this property.
 
See also [[Conditional_expectation#Definition_of_conditional_probability|conditional probability]] and [[Conditional_probability_distribution#Measure-Theoretic_Formulation|conditional probability distribution]].
 
==Alternate definition==