What does conditional expectation mean?

Definitions for conditional expectation
con·di·tion·al ex·pec·ta·tion

This dictionary definitions page includes all the possible meanings, example usage and translations of the word conditional expectation.


  1. Conditional expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value – the value it would take “on average” over an arbitrarily large number of occurrences – given that a certain set of "conditions" is known to occur. If the random variable can take on only a finite number of values, the “conditions” are that the variable can only take on a subset of those values. More formally, in the case when the random variable is defined over a discrete probability space, the "conditions" are a partition of this probability space. With multiple random variables, for one random variable to be mean independent of all others both individually and collectively means that each conditional expectation equals the random variable's (unconditional) expected value. This always holds if the variables are independent, but mean independence is a weaker condition. Depending on the nature of the conditioning, the conditional expectation can be either a random variable itself or a fixed value. With two random variables, if the expectation of a random variable X {\displaystyle X} is expressed conditional on another random variable Y {\displaystyle Y} without a particular value of Y {\displaystyle Y} being specified, then the expectation of X {\displaystyle X} conditional on Y {\displaystyle Y} , denoted E ( X ∣ Y ) {\displaystyle E(X\mid Y)} , is a function of the random variable Y {\displaystyle Y} and hence is itself a random variable. Alternatively, if the expectation of X {\displaystyle X} is expressed conditional on the occurrence of a particular value of Y {\displaystyle Y} , denoted y {\displaystyle y} , then the conditional expectation E ( X ∣ Y = y ) {\displaystyle E(X\mid Y=y)} is a fixed value.

How to pronounce conditional expectation?

How to say conditional expectation in sign language?


  1. Chaldean Numerology

    The numerical value of conditional expectation in Chaldean Numerology is: 8

  2. Pythagorean Numerology

    The numerical value of conditional expectation in Pythagorean Numerology is: 5


Find a translation for the conditional expectation definition in other languages:

Select another language:

  • - Select -
  • 简体中文 (Chinese - Simplified)
  • 繁體中文 (Chinese - Traditional)
  • Español (Spanish)
  • Esperanto (Esperanto)
  • 日本語 (Japanese)
  • Português (Portuguese)
  • Deutsch (German)
  • العربية (Arabic)
  • Français (French)
  • Русский (Russian)
  • ಕನ್ನಡ (Kannada)
  • 한국어 (Korean)
  • עברית (Hebrew)
  • Gaeilge (Irish)
  • Українська (Ukrainian)
  • اردو (Urdu)
  • Magyar (Hungarian)
  • मानक हिन्दी (Hindi)
  • Indonesia (Indonesian)
  • Italiano (Italian)
  • தமிழ் (Tamil)
  • Türkçe (Turkish)
  • తెలుగు (Telugu)
  • ภาษาไทย (Thai)
  • Tiếng Việt (Vietnamese)
  • Čeština (Czech)
  • Polski (Polish)
  • Bahasa Indonesia (Indonesian)
  • Românește (Romanian)
  • Nederlands (Dutch)
  • Ελληνικά (Greek)
  • Latinum (Latin)
  • Svenska (Swedish)
  • Dansk (Danish)
  • Suomi (Finnish)
  • فارسی (Persian)
  • ייִדיש (Yiddish)
  • հայերեն (Armenian)
  • Norsk (Norwegian)
  • English (English)

Word of the Day

Would you like us to send you a FREE new word definition delivered to your inbox daily?

Please enter your email address:


Use the citation below to add this definition to your bibliography:


"conditional expectation." Definitions.net. STANDS4 LLC, 2024. Web. 12 Jul 2024. <https://www.definitions.net/definition/conditional+expectation>.

Discuss these conditional expectation definitions with the community:


    Are we missing a good definition for conditional expectation? Don't keep it to yourself...

    Image or illustration of

    conditional expectation

    Credit »

    Free, no signup required:

    Add to Chrome

    Get instant definitions for any word that hits you anywhere on the web!

    Free, no signup required:

    Add to Firefox

    Get instant definitions for any word that hits you anywhere on the web!

    Browse Definitions.net


    Are you a words master?

    offensive to the mind
    A bristly
    B repugnant
    C askant
    D tenebrous

    Nearby & related entries:

    Alternative searches for conditional expectation: