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

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!