What Does This Notation Mean in Conditional Probability?

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SUMMARY

The discussion focuses on the notation used in conditional probability, specifically the expression E(variable|condition/equation). Participants clarify that the vertical bar "|" serves as a separator between the variable and the condition, similar to its use in set theory. The notation is crucial for understanding conditional expectations, particularly in the context of probability theory. The conversation emphasizes the importance of grasping these concepts for solving problems related to conditional probability.

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Homework Statement


Could anybody please explain this notation? The only thing I undersand here is the limit. Is r a superscript? If not, what is it? And what does E(variable|condition/equation) mean?

I know that in the set theory, | means a separator between the variable and condition (ex: S = {x | f(x) = 5}, but what does it mean in this case?


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The Attempt at a Solution


Googling.
 
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It's dealing with conditional probability; in this case, looking for the conditional expectation of X.
 

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