Thread: Probability and conditional expectation

Y and V are independant, ,


a,b,c are constant.

Find

I get

Not sure if this is right

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.

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

It IS the case... f(Y) is Y-measurable.
Go back to your definitions...