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Let us define
. Taking
expectation over
from equation 4
yields
| ![\begin{displaymath}
\mu_i(\boldsymbol{\theta}, \boldsymbol{\epsilon_{\boldsymbo...
... E\{f_i(\xi_j \vert j \in \mathcal{J}_i)\}
\end{array} \right.\end{displaymath}](img46.gif) |
(6) |
and expectation from equation 5 yields
We have dropped the subscripts from the expectation operators, but
they are always taken over
.
Harri Lappalainen
5/19/1998