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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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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