Question: 7.2 Let X be a random variable on (,A, P), and let A1 and A2 be sub -fields of A satisfying A1 A2. Then,

7.2 Let X be a random variable on (Ω,A, P), and let A1 and A2 be sub

σ-fields of A satisfying A1 ⊂ A2. Then, show that E{E(X|A2|A1} = E{X|A1} a.e.

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