The orthogonality principle and conditional densities


Cristina Ioana Fătu


Abstract

carpathian_2004_20_031_038_abstract

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carpathian_2004_20_031_038

Let X, Y ∈ L^2 (Ω, K, P) be a pair of random variables, where L^2 (Ω, K, P) is the space of random variables with finite second moments. If we suppose that X is an observable random variable but Y is not, than we wish to estimate the unobservable component Y from the knowledge of observations of X. In this paper, using some definitions and properties of the estimators we shall present some results relative to the mean-square estimation.

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Author(s)

Fătu, Cristina Ioana