Question: 5.6 Let X, Y be two random variables. Show that for any measurable function for which the expressions below exist, we have E[(X)E[Y |
5.6 Let X, Y be two random variables. Show that for any measurable function ϕ
for which the expressions below exist, we have E[ϕ(X)E[Y | X]] = E[Yϕ(X)]
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