Editing Conditional expectation (section)

== History ==
The related concept of [[conditional probability]] dates back at least to [[Pierre-Simon Laplace|Laplace]], who calculated conditional distributions.  It was [[Andrey Nikolaevich Kolmogorov|Andrey Kolmogorov]] who, in 1933, formalized it using the [[Radon–Nikodym theorem]].<ref name=kol1933 />  In works of [[Paul Halmos]]<ref name=halmos1950 /> and [[Joseph L. Doob]]<ref name=doob1953 /> from 1953, conditional expectation was generalized to its modern definition using [[sigma-algebra|sub-''σ''-algebras]].<ref>Olav Kallenberg: ''Foundations of Modern Probability.'' 2. edition. Springer, New York 2002, {{ISBN|0-387-95313-2}}, p. 573.</ref>