# Notation

• Mar 26th 2009, 03:01 AM
WWTL@WHL
Notation
Hey all,

does anyone know what this means? (And it's not the 'given' sign. i.e. it's not that epsilon, given x, is 0 )

$\displaystyle E ( \epsilon | x ) = 0$

Does it mean that $\displaystyle \epsilon$ is independent of x, and that it's expected value is 0? Or that $\displaystyle \epsilon$ is a function of x? Or something else...?

Thanks.
• Mar 26th 2009, 04:43 AM
CaptainBlack
Quote:

Originally Posted by WWTL@WHL
Hey all,

does anyone know what this means? (And it's not the 'given' sign. i.e. it's not that epsilon, given x, is 0 )

$\displaystyle E ( \epsilon | x ) = 0$

Does it mean that $\displaystyle \epsilon$ is independent of x, and that it's expected value is 0? Or that $\displaystyle \epsilon$ is a function of x? Or something else...?

Thanks.

Conditional expectation is zero.

$\displaystyle E ( \epsilon | x ) = \int_S \epsilon p(\epsilon|x)\ d\epsilon = 0$

CB
• Mar 27th 2009, 08:26 PM
matheagle
My guess is that your $\displaystyle \epsilon$ is the error from least square/regression. Explain where it came from.