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Math Help - Measure theory Expectations(?!)

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    Measure theory Expectations(?!)

    Let (omega,F,P) = ([0,1), Borel, Lebesgue). For n = 0,1,2,3,...
    let Qn=sigma([k/2^n, (k+1)/2^n) : 0 =< k < n) be the dyadic partitions of[0,1).
    Let X(s)=s, 0=< s < 1.

    a) Find the equation of and sketch E(X|Q0), E(X|Q1) and E(X|Q2).

    b) Let Yn=E(X|Qn). Show that E(Y6|Q4)=Y4. Find E(Y4|Q6).

    This is very difficult to me. I cant solve it. please help me...
    Last edited by CaptainBlack; August 17th 2011 at 04:57 AM.
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