Operating on Functions with Variable Domains

摘要

The sum, difference, product and quotient of two functions with different domains are usually defined only on their common domain. This paper extends these definitions so that the sum and other operations are essentially defined anywhere that at least one of the components is defined. This idea is applied to propositions and events, expressed as indicator functions, to define conditional propositions and conditional events as three-valued indicator functions that are undefined when their condition is false. Extended operations of 'and', 'or', 'not' and 'conditioning' are then defined on these conditional events with variable conditions. The probabilities of the disjunction (or) and of the conjunction (and) of two conditionals are expressed in terms of the conditional probabilities of the component conditionals. Theorem l generalizes the standard result that the conditional expectation of the sum of two conditional random variables with disjoint and exhaustive conditions is a weighted sum of the conditional expectations of the component conditional random variables. Because of the extended operations, the theorem is true for arbitrary conditions. Theorem 2 gives a formula for the expectation of the product of two conditional random variables. After the definition of independence of two random variables is extended to accommodate the extended operations, it is applied to the formula of Theorem 2 to simplify the expectation of a product of conditional random variables.