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Math Help - Expected value proof

  1. #1
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    Expected value proof

    How does one prove that E_x(E(Y|X))=u_y?

    where u_y is the partial mean of y

    thanks!
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  2. #2
    MHF Contributor harish21's Avatar
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    What kind of Random Variables are X and Y?

    Wikipedia proves your question if the random variables are discrete . Try to solve it for the continuous case and reply back with an attempt if you are stuck.
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  3. #3
    MHF Contributor matheagle's Avatar
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    E_x(E(Y|X))=E(Y)
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