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Thread: Schwarz inequality for conditional expectation

  1. February 15th 2010, 10:33 PM #1
    Sasbe
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    Schwarz inequality for conditional expectation

    Is there anybody who could help me with this? I really need to get this done. I'm thankful for any help!

    Nevermind, I think I figured it out!
    Attached Thumbnails Attached Thumbnails Schwarz inequality for conditional expectation-schwarz.jpg  
    Last edited by Sasbe; February 15th 2010 at 11:16 PM.
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  2. February 16th 2010, 12:40 PM #2
    Moo
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    Hello,

    You think or you're sure ?
    There's nothing difficult, just take the conditional expectation wrt B in each side, and it will kind of simplify
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  3. March 11th 2010, 03:22 AM #3
    Sasbe
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    Yeah, I got it, thanks!
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