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  • Conditional Mean and Variance

Conditional Mean

Discrete Random Vector

• ${\mu }_{x_1|x_2}=E[x_1|x_2]=\sum _{\mathrm{\forall }{X}_1}{X}_1\cdot P(X_1|X_2)$

Continuous Random Vector

• ${\mu }_{x_1|x_2}=E[x_1|x_2]$
  • $={\int }_{X_1}^{}{X}_1\cdot f(X_1|X_2)d{x}_1$