Y and V are independant, ,

a,b,c are constant.

Find

I get

Not sure if this is right

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- Mar 14th 2011, 03:57 AMulysses123Probability and conditional expectation
Y and V are independant, ,

a,b,c are constant.

Find

I get

Not sure if this is right - Mar 14th 2011, 07:48 AMMoo
Hello,

If Y and V are independent, then E[V|Y]=E[V] and for a suitable function f, E[f(Y)|Y]=f(Y).

So there's just 1 simplification left. - Mar 14th 2011, 02:46 PMulysses123
why does E[f(y)/y]=f(y)?

in this case i would have thought that since f(y) depends explicitly on the values of y, this cannot be the case - Mar 15th 2011, 02:19 AMMoo
It IS the case... f(Y) is Y-measurable.

Go back to your definitions...