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Fix issues with expectation
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The last identity in the conditional expectation section was botched and
an identity with an infinite sum needed extra qualification.

Closes #18.
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mavam committed Feb 20, 2017
1 parent 1ab47ce commit 1bf2332
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions stat-cookbook.tex
Original file line number Diff line number Diff line change
Expand Up @@ -515,7 +515,7 @@ \section{Expectation}
\item $\Pr{X=Y} = 1 \eqv \E{X}=\E{Y}$
% \item $\Pr{\lvert Y\rvert\le c} = 1 \imp \E{Y}<\infty
% \wedge \lvert\E{X}\rvert\le c$
\item $\E{X} = \displaystyle\sum_{x=1}^\infty \Pr{X\ge x}$
\item $\E{X} = \displaystyle\sum_{x=1}^\infty \Pr{X\ge x}$ \qquad X discrete
\end{itemize}

Sample mean
Expand All @@ -531,7 +531,7 @@ \section{Expectation}
f_{(Y,Z)|X}(y,z\giv x)\,dy\,dz$
\item $\E{Y+Z\giv X} = \E{Y\giv X} + \E{Z\giv X}$
\item $\E{\transform(X)Y\giv X} = \transform(X)\E{Y\giv X}$
\item $\E[Y\giv X] = c \imp \cov{X,Y}=0$
\item $\E{Y\giv X} = c \imp \cov{X,Y}=0$
\end{titemize}

\section{Variance}
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