条件期望,又称条件数学期望。为了方便起见,我们讨论两个随机变量X与Y的场合,假定它们具有密度函数f(x,y),并以g(y|x) 记已知X=x的条件下Y的条件密度函数,以h(x) 记X的边缘密度函数。定义在X=x的条件下, Y的条件期望定义为:E(Y|X=x)=∫y*g(y|x)dy。
条件期望值 conditional expectation ; conditional expected value
或条件期望 conditional expectation
尾部条件期望 Tail Conditional Expectation ; Conditional Tail Expectation ; CTE
尾条件期望 Tail Conditional Expectation ; TCE
最差条件期望 Worst Conditional Expectation ; WCE
最坏条件期望 Worst Conditional Expectation ; WCE
复f条件期望 complex fuzzy conditional expectations
加权条件期望不等式 weighted moment inequalities
它们是尾条件期望 TCE ; TailConditional Expectation
Establish the conditional expectation model for indirect for loss, so that enterprises can focus on the optimization of serious losses management, make full use of their risk tolerance information.
结合企业自身风险承受能力,利用条件期望定义风险函数,建立间接损失的条件期望模型。
参考来源 - 工程项目群风险管理模型研究·2,447,543篇论文数据,部分数据来源于NoteExpress
一些仿真结果表明给出的依条件期望稳定的合理性,改进的迭代学习控制律和稳定性定理的有效性。
Some simulation results show the rationability of stable in the conditional expectation and the efficiency of improved iterative learning control law.
本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.
首先通过构造一个函数的有限集替代动态规划中的条件期望,其次使用蒙特卡洛模拟和最小二乘法计算第一步中的值函数。
First, in this algorithm, the condition expectation in the dynamic programming principle is replaced by projections on a finite set of functions.
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