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Conditional expectation
Conditional expectation

... Let pΩ, F, P q be a probability space and X an integrable random variable. Let Y be a discrete random variable taking values in a finite set S “ tk1 , . . . , kn u, and assume that P pY “ kj q ą 0 for all j. Define f pkq “ ErX | Y “ ks for all k P S. Since tY “ ku is an event with positive probabili ...
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On Exhaustion of Domains - Department of Mathematics, Statistics

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Fundamental theorem of calculus



The fundamental theorem of calculus is a theorem that links the concept of the derivative of a function with the concept of the function's integral.The first part of the theorem, sometimes called the first fundamental theorem of calculus, is that the definite integration of a function is related to its antiderivative, and can be reversed by differentiation. This part of the theorem is also important because it guarantees the existence of antiderivatives for continuous functions.The second part of the theorem, sometimes called the second fundamental theorem of calculus, is that the definite integral of a function can be computed by using any one of its infinitely-many antiderivatives. This part of the theorem has key practical applications because it markedly simplifies the computation of definite integrals.
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