---
tag: 0TTDGTEFMN
kind: concept
name: Conditional expectation
aliases: [conditional-mean, conditional-expected-value]
msc: [60A10]
sources:
  - url: https://en.wikipedia.org/wiki/Conditional_expectation
    locator: lead section
same_as:
  wikidata: Q772232
  wikipedia: Conditional expectation
---

## Summary

The conditional expectation of a random variable given some information is its best estimate when one knows that information. It is itself a random variable.
The node [[conditional expectation|0YAMJRK04E]] gives the precise definition.