The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 41, Number 2 (1970), 698-701.
A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice
Several authors , , $\cdots$, , have derived characterizations of a conditional expectation operator. That is, if $T$ is a transformation which maps a particular set of functions into the same set, then necessary and sufficient conditions are specified so that $T$ is a conditional expectation operator. It is shown in the present paper that a similar sort of characterization can be found in the more general case when $T$ is a conditional expectation with respect to a $\sigma$-lattice operator even though $T$ need not be linear.
Ann. Math. Statist., Volume 41, Number 2 (1970), 698-701.
First available in Project Euclid: 27 April 2007
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Dykstra, Richard L. A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice. Ann. Math. Statist. 41 (1970), no. 2, 698--701. doi:10.1214/aoms/1177697117. https://projecteuclid.org/euclid.aoms/1177697117