Trivial case :
If you suppose that X is Y-measurable, for example X=2Y, then E[X|Y]=X, and it then suffices to consider that X follows a Cauchy distribution.
Give an example of two random variables X and Y where X not equal to Y with but
So I'm scratching my head on this one here... I tried to put in some common dist. like normal dist but it won't work, so perhaps I need to construct a special dist? Perhaps let X be Cauchy?