Alphabeta MathConditional Distributions and Regular Conditional Probability
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1 · Prerequisites
Abstract Algebra
- Binary Operations, Monoids, Groups and Subgroups
- Cosets, Index and Lagrange's Theorem
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Normal Subgroups and Quotient Groups
- Polynomial Rings, the Division Algorithm and Roots
- Rings, Subrings, Integral Domains and Fields
- Simple Field Extensions and the Construction of the Complex Numbers
Linear Algebra
Measure Theory
- Lebesgue-Stieltjes Measures and Distribution Functions
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Outer Measure and the Caratheodory Extension Theorem
- Product Measures and the Fubini Tonelli Theorems
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- The Lebesgue Integral and the Convergence Theorems
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Radon Nikodym Theorem and Lebesgue Decomposition
Probability
Real Analysis
- Absolute and Conditional Convergence; Rearrangement; Products
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Foundations of the Real Numbers for Analysis
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Logarithm and General Powers
- The Riemann Integral: Definition and Integrability
- Topology of ℝ
Set Theory
Topology
- Compactness in Metric Spaces
- Complete Metrizability, Čech-Completeness, and Baire Category
- Completeness, Completion, and Uniform Continuity
- Countability Axioms and Cardinal Functions
- Metric Spaces
- Separation Axioms: the Hierarchy
- Subspaces, Products, and Quotients
- The Topology of Euclidean Space
- Topological Spaces and Continuity
2 · Logical flowchart
3 · Items
Definition
Measure kernel and probability kernel
Theorem
Measurability of integration against a kernel
Definition
Composition of probability kernels
Lemma
Kernel composition is well defined and associative
Definition
Conditional probability given a sigma algebra
Definition
Regular conditional distribution
Definition
Regular conditional probability
Lemma
Simultaneous rational conditional distribution function versions
Lemma
Rational conditional distribution functions produce real regular kernels
Theorem
Existence of regular conditional distributions for standard borel targets
Lemma
Simultaneous ae uniqueness of regular conditional distributions
Theorem
Conditional integration through a regular conditional law
Definition
Conditional law given a random element
Lemma
Regular conditional kernels factor through a standard borel conditioning variable
Theorem
Disintegration of a joint law on standard borel spaces
Corollary
Conditional expectation as a measurable function of the conditioning variable
Theorem
Conditional density formula
Theorem