Conditional Distributions as Derivatives
Open Access
- 1 December 1979
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 7 (6) , 1046-1050
- https://doi.org/10.1214/aop/1176994897
Abstract
Let $(X, \mathscr{a}, P)$ be a probability space, $Y$ a complete separable metric space, $Z$ a separable metric space, and $s: X\rightarrow Y, t: X\rightarrow Z$ Borel measurable functions. Then the weak limit of $P\{s \in B, t \in C\}/P\{t \in C\}$ for $C\downarrow\{z\}$ exists for $P-\mathrm{a.a.} z \in Z$, and is a regular conditional distribution of $s$, given $t$.
Keywords
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