Talk:Law of total expectation

message: Perhaps it would be nice to include some text on why this conclusion is important, where it fits in the bigger picture. I don't know about that so there's no way I can do it, but I felt that was missing when I first read the page. Thanks to whoever does this.
Helder Ribeiro 20:26, 2 January 2007 (UTC)
replies: text: That might take the form of examples of its use. Michael Hardy (talk) 17:50, 24 February 2008 (UTC)

text: If they were independent, then the whole thing would be trivial and pointless.  The fact that they're not assumed independent is needed in order for the article to have any substance. Michael Hardy (talk) 17:50, 24 February 2008 (UTC)
thread_title: Untitled

message: Something is wrong in this section. I have nothing against its limitation but the example is wrong I think. What does E(T|Y=y) mean here? The expectation of T given the first sample is y or the expectation of T given all samples are y. If it's the first case E(T|Y=y) does not equal 2*2^y, if it's the second case P(Y=y) is not simply 1/(2*2^y). Enisbayramoglu (talk) 08:54, 15 December 2008 (UTC)
replies: text: You're quite right.  I'm going to delete the section.  Interchanging the order of summation is not problematic when all terms are non-negative, regardless of whether the sum converges.  See Tonelli's theorem. Michael Hardy (talk) 17:54, 15 December 2008 (UTC)
thread_title:  Limitation of Law of Total Expectation 

message: This article needs one or more examples, please. New Thought (talk) 09:49, 22 November 2009 (UTC)
thread_title:  Example 

message: I think it should be mentioned more clearly that the two expectations taken are of different variables.  You first take the expectation of the non-conditioned variable and then take the expectation of the variable you are conditioning on.  Without this being stated more clearly, the article is hard to follow.Eiad77 (talk) 20:57, 23 July 2010 (UTC)
thread_title:  Which expectation? 

message: I would propose to use the exact factorization of an conditonal expectation, since its not obvious for everyone why P(y) gets cancelled and the cond. expectation becomes an unconditional one. Thanks  — Preceding unsigned comment added by 132.199.65.210 (talk) 10:41, 12 September 2015 (UTC)
thread_title:  Discrete Proof 

message: I believe I can provide a better real life example and also connect it to other topics in finance and philosophy. I will write up something. Tormine (talk) 09:40, 23 February 2012 (UTC)
thread_title:  Example 2 

message: I've never contributed to Wikipedia, so not sure if I am following the correct process here. I think the example in the "Iterated expectations with nested conditioning sets" is wrong, as it is not generally valid. The quoted reference in the Lindquist and Sargent book is about Markov processes, in which future states only depend on the current states, not on past states. This is of course not always true. It would be good if someone with more knowledge than me could confirm this and correct the article accordingly.  — Preceding unsigned comment added by Jstlondon (talk • contribs) 18:55, 3 December 2012 (UTC)
thread_title:  Iterated expectations with nested conditioning sets 

message: Hey,
This section seems to be wrong, at least in the beginning. After:  \operatorname{E} (X \mid I_1) = \operatorname{E} ( \operatorname{E} ( X \mid I_2) \mid I_1) , it says that  I_1  is determined by  I_2 . It should actually be the other way around,  I_2  determines  I_1 , since the sigma algebra  \sigma(I_1)  must be within sigma algebra  \sigma(I_2) .
As I'm not familiar with the economics example given here, I don't want to delete this section right away. If nobody suggests a better alternative (or clarify to me my lack of understanding), I will delete this section.  — Preceding unsigned comment added by YurigCan (talk • contribs) 18:04, 26 August 2015 (UTC)
thread_title:  Iterated expectations with nested conditioning sets 

message: The term E_{X|Y}(X|Y) is non-sensical (the shortcut is either E_{X|Y} or E(X|Y); or, even more explicitly, E_{X|\sigma(Y)}(\omega) or, if you prefer, E[X|\sigma(Y)](\omega)), and since this term is key to this section, the entire section is non-sensical too. StrokeOfMidnight (talk) 15:15, 4 August 2017 (UTC)
thread_title:  Notation without indices: this section is non-sensical and needs to be removed 

message: AFAIK this naming comes the book Introduction to Probability by Blitzstein and Hwang and the name is used nowhere else. I'm inclined to believe the term should be removed from the page because it is not a term used anywhere else in statistics. Same for "Eve's Law" for Law of total variance. But maybe it should be kept for inclusivity. Wqwt (talk) 03:57, 15 September 2020 (UTC)
thread_title:  Naming of Adam's Law 

message: In the section Proof in the finite and countable cases, the special case with events A_i is inserted as the second sentence, but this special case is not proven here but rather, it is proven two sections later in the section Proof of partition formula. 
On the other hand, in the section Proof of partition formula, there is no statement of what we are going to prove. This is very confusing. 
83.173.212.145 (talk) 11:49, 19 June 2023 (UTC)
thread_title:  Confusing inclusion