AI engineering glossary · Probability
What is conditional expectation?
Conditional expectation: The average value of a random variable given that another variable is known or fixed at some value, written E[X | Y = y]. The best prediction of X from Y in terms of squared error is exactly this, which is why regression estimates it.
Conditional expectation: an example
The expected marks of students who studied 6 hours a day is a conditional expectation given study hours.
Related terms
More Probability terms
- Conditional probability
- Confounding variable
- Continuous random variable
- Correlation coefficient
- Correlation vs causation
- Covariance
- Cumulative distribution function
- Dependent events
Where you learn it
Conditional expectation is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.