M. M. Rao

Representations of Conditional Means

A unified treatment of integral representations of conditional expectations, in terms of Bochner integrals, with specializations to Gaussian conditioning, is given. The integrals in the latter have deterministic kernels. Difficulties in actual calculations of (even regular) conditional probabilities, and the inadequacy of methods related to L'Hospital's procedures, are exemplified. Limitations of the methods used and some new problems for investigation are indicated.