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March 23rd, 2012, 02:08 PM   #1
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theoretical question on probability theory

We have P(Yt+1=1 I Ft) ,
where Ft ?-algrebra at time t, and Yt+1 random variable at time t+1.

Now what is this P(Yt+1=1 I Ft)? Is it a random variable? Is it a probability in (0,1). What is it and why?
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March 23rd, 2012, 02:19 PM   #2
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Re: theoretical question on probability theory

[color=#000000]Conditional probability of given the ?-algebra .[/color]
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March 23rd, 2012, 02:25 PM   #3
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Re: theoretical question on probability theory

correct,
but given that it is conditioned on a ?-algebra, isn't it a random variable?
because i had a debate with the professor... he claimed i can not define P(Yt+1=1 I Ft)= , where p a probability measure p ?(0,1),
because (he says) P(Yt+1=1 I Ft) is a random variable.
but i don't get why...???
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March 23rd, 2012, 02:36 PM   #4
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Re: theoretical question on probability theory

[color=#000000]There is also a parameter of time involved, so I think he is right! It's not like saying for two events where is a measure for a "stable" ?-algebra. I am not a specialist though![/color]
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March 23rd, 2012, 02:45 PM   #5
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Re: theoretical question on probability theory

Thanks for the food for thought...
So what are you a specialist in, so i can post directly to you?
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March 23rd, 2012, 03:52 PM   #6
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Re: theoretical question on probability theory

@ZardoZ: ??? ????? ?? ?? ?? ?????? ???, ????? ???? ??? ????? ????? ??? ?????? ??? ??? ??? ???????? ?? ????????? ????????.
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March 23rd, 2012, 03:56 PM   #7
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Re: theoretical question on probability theory

Quote:
@ZardoZ: ??? ????? ?? ?? ?? ?????? ???, ????? ???? ??? ????? ????? ??? ?????? ??? ??? ??? ???????? ?? ????????? ????????.
[color=#000000]Respect the rules of this forum and write in English.

Translation: I can't read your pm, because I get a message about not being long enough in the forum to view private messages.

Anyway I wanted to ask you if you study "risk management".[/color]
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March 23rd, 2012, 04:05 PM   #8
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Re: theoretical question on probability theory

I read the rules of the forum before I joined, I don't remember reading something about language restrictions.
It must have slipped my mind.

Anyway, if I made a mistake it is nice to correct me, but translating my message was not so polite.

I'm in a MSc program in Financial Mathematics, but since I have a Business background i lack in some math knowledge.
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March 23rd, 2012, 05:54 PM   #9
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Re: theoretical question on probability theory

Here is a quote from our administrator regarding the language issue:

Quote:
Originally Posted by julien
Contributions to our forums should be made in English, otherwise the ultimate goal of the community - which is, precisely, to be a community - will be lost ...
Now, that being said, it is fine for someone to aim a comment (that is in good taste naturally) in another language at another member, we just want problems and solutions (i.e., contributions) to be posted in the language that has been chosen as a common language, which for this forum is English.

Otherwise, we monolingual Americans would be lost!
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March 24th, 2012, 03:14 AM   #10
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Re: theoretical question on probability theory

''Contribution'' being the critical word
So, I don't think i made such a fatal mistake, which justifies my message being translated.
But the problem is: it's only up to the two to categorize the message as a contribution or not.

So about the language restrictions issue...MarkFL, point taken!

But mathematics is an international language
So don't worry buddy!

P.S. There is always body language as well, (maybe not ideal to "speak" it in forums).
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