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Exploring Ramifications of the Equation E(Y | X ) = X

  • M. M. Rao
Article

Abstract

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 Classification

60F25 60G48 62J05 

Keywords

Linear regression weak martingales stochastic give-and-take 

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Copyright information

© Grace Scientific Publishing 2007

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of CaliforniaRiversideUSA

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