1. Let X be G-measurable and let Y be independent of G. Let f(x, y) be a bounded continuous function and define g(x) = E[f(x,Y)]. Show that E[f (X,Y)| G] = g(X). prove it when X is discrete and X is not discrete.
1. Let X be G-measurable and let Y be independent of G. Let f(x, y) be a bounded continuous function and define g(x) = E[f(x,Y)]. Show that E[f (X,Y)| G] = g(X). prove it when X is discrete and X is not discrete.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter6: Vector Spaces
Section6.5: The Kernel And Range Of A Linear Transformation
Problem 30EQ
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