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Math Help - expectation value

  1. #1
    Junior Member
    Joined
    Jul 2009
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    expectation value

    He guys,

    I have to prove this identity:
    E(E(XIY,Z)IZ)=E(XIZ)
    where I stands for the conditional expectation, so P(XIY)=P(X,Y)/P(Y)

    thx for the help,

    sung
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  2. #2
    Member HappyJoe's Avatar
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    I found this online .pdf, which has the proof at page 5: http://math.arizona.edu/~tgk/563/cond_exp.pdf
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