Conditional probability is the likelihood of an event occurring based on the occurrence of an earlier event. The second event is dependent on the first event.

It is shown that certain conditional distributions, obtained by conditioning on a sufficient statistic, can be used to transform a set of random variables into a smaller set of random variables that ...

Marco Campi, A Unique Representation Theorem for the Conditional Expectation of Stationary Processes and Application to Dynamic Estimation Problems, Journal of Applied Probability, Vol. 34, No. 2 (Jun ...