Question: Let X be an integrable r.v. and, for B ( A with P(B) > 0, consider the conditional probability on A, P((|B). Then show that

Let X be an integrable r.v. and, for B ( A with P(B) > 0, consider the conditional probability on A, P((|B). Then show that
Let X be an integrable r.v. and, for B (

Go through the familiar four steps that X is an indicator function, a simple r.v., a nonnegative r.v., any r.v.

X dP.

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