Question: =+ (b) Let .( A) = { Z, dP +0;( A), AES ,, be the decomposition of o_ into absolutely continuous and singular parts with

(b) Let

".( A) = { Z, dP +0;( A), AES ,, be the decomposition of o_ into absolutely continuous and singular parts with respect to P on S ,. Let Y = E[X_||9 ,, ), and prove

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