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Expect the Unexpected from Conditional Expectation
Michael A. Proschan and Brett Presnell
The American Statistician
Vol. 52, No. 3 (Aug., 1998), pp. 248-252
Stable URL: http://www.jstor.org/stable/2685937
Page Count: 5
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Conditioning arguments are often used in statistics. Unfortunately, many of them are incorrect. We show that seemingly logical reasoning can lead to erroneous conclusions because of lack of rigor in dealing with conditional distributions and expectations.
The American Statistician © 1998 American Statistical Association