For an event A, let I A equal 1 if occurs and let it equal 0 if

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For an event A, let I_A equal 1 if occurs and let it equal 0 if A does not occur. For a random variable X, show that

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A First Course In Probability

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10th Edition

Authors: Sheldon Ross

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Question Posted: Sep 09, 2021 03:09 AM

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For an event A, let I A equal 1 if occurs and let it equal 0 if

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E[XI ] P(A) E[X|A]

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We can start with the definition of conditional expectation EXA ...View the full answer

A First Course In Probability

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