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conditional distribution (probability theory)
Posted:
Jul 26, 1996 11:25 AM


What are notations that have been used for conditional distribution of a random variable $X$ given a $\sigma$algebra $G$? Is there something analogous to the notations $P[A  G]$, $E[X  G]$, or $E^G[X]$ for conditional probability and conditional expectation?
Or, for that matter, what notations have been used for the distribution (no conditioning) of a random variable $X$? If $X$ is a real random variable, we may use the cumulative distribution function, perhaps written $F_X$; but what if $X$ is not real?  Gerald A. Edgar edgar@math.ohiostate.edu



