# Math Help - expectation value

1. ## 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

2. I found this online .pdf, which has the proof at page 5: http://math.arizona.edu/~tgk/563/cond_exp.pdf