Exploring Ramifications of the Equation E(Y | X ) = X
The simple conditional linear equation E(Y | X ) = X, has numerous applications. It forms a basis and motivation for not only the regression and analysis of variance, but leads to classes of (weak) martingale problems opening up new and interesting areas. Some of these are detailed here, explaining the possibilities for future investigations.
AMS Subject Classification60F25 60G48 62J05
KeywordsLinear regression weak martingales stochastic give-and-take
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