Notation

**WWTL@WHL** · March 26th 2009, 03:01 AM

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 )

$E ( \epsilon | x ) = 0$

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

Thanks.

**CaptainBlack** · March 26th 2009, 04:43 AM

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 )

$E ( \epsilon | x ) = 0$

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

Thanks.

Conditional expectation is zero.

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

CB

**matheagle** · March 27th 2009, 08:26 PM

My guess is that your $\epsilon$ is the error from least square/regression. Explain where it came from.

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