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Three formulas of conditional expectation
Discrete conditional expectation formula, continuous conditional expectation formula, mathematical expectation calculation formula, etc.

1, the discrete conditional expectation formula is as follows: E(Y∣X=xi)=∑j= 1+∞yjjpj∣i, where yj represents the value of random variable y and pj∣i represents the value of random variable y under the given condition X=xi.

2. The formula of continuous conditional expectation is: E(Y∣X=xi)=∫? ∞+∞yfY∣X(y∣x)dy, where y represents the value of random variable y, and fY∣X(y∣x) represents the probability density function of random variable y under the given condition that X=xi.

3. The calculation formula of mathematical expectation is usually expressed as: E(X)=∑xP(x), E(X) represents the mathematical expectation of random variable x, x represents the value of random variable x, and P(x) represents the probability that random variable x takes the value of x. ..