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Math Help - Notation

  1. #1
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    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 )

     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.
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by WWTL@WHL View Post
    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
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  3. #3
    MHF Contributor matheagle's Avatar
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    My guess is that your \epsilon is the error from least square/regression. Explain where it came from.
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