Let (2, A, P) be a probability space, let X be an integrable random variable. Let C be a sub-o-algebra of A. Prove that |(E(X|C)| < E( |X| | C ), P -a.s.

Elements Of Modern Algebra
8th Edition
ISBN:9781285463230
Author:Gilbert, Linda, Jimmie
Publisher:Gilbert, Linda, Jimmie
Chapter8: Polynomials
Section8.3: Factorization In F [x]
Problem 22E: Let ab in a field F. Show that x+a and x+b are relatively prime in F[x].
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Let (2, A, P) be a probability space, let X be an integrable random
variable. Let C be a sub-o-algebra of
A. Prove that
|(E(X|C)| < E( |X| | C ), P -a.s.
Transcribed Image Text:Let (2, A, P) be a probability space, let X be an integrable random variable. Let C be a sub-o-algebra of A. Prove that |(E(X|C)| < E( |X| | C ), P -a.s.
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