Question: 2 points) Prove the following relationship for any two random variables u, v: Eu[f (u)] = Ev [Eu|v [f (u)|v]] (1.2) Do not assume any
2 points) Prove the following relationship for any two random variables u, v: Eu[f (u)] = Ev [Eu|v [f (u)|v]] (1.2) Do not assume any kind of independence. It may help to consider the following simplified relation first: E[A] = E[E[A|B]]. Hint: You will need to have a minimal understanding of conditional expectation (Eu|v [f (u)|v]). Here (blogpost or video) are some resources to learn about conditional expectation
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