Bryc, Wlodzimierz; Smolenski, Wlodzimierz - In: Statistics & Probability Letters 15 (1992) 1, pp. 41-46
The behavior of the conditional expectation Es{;Xvb;Ys}; under a small perturbation Z of the conditioning random variable Y is analyzed. We show that if Y and Z are independent then Es{;Xvb;Y + [var epsilon]Zs}; converges to Es{;Xvb;Ys}; in mean as [var epsilon] -- 0 for all integrable X, provided...
