I've been super stuck on this question for awhile now. Would really appreciate it if someone could break down the solution for me. Thanks!
Question: Consider now the setting of independent Bernoulli trials, each with probability of success $p$. Let $S_i$ be the number of successes in the first $i$ trials. Compute $\mathbb E[S_m \mid S_n]$. (You will need to consider three cases based on whether $m > n$, $m = n$, or $m < n$. Try using your intuition rather than proceeding by calculations.)
Are you familiar with calculating estimated values? Did you get the case $m = n $? That should be the easiest.
Notice that the outcome of each trial does not influence others and you have $P($success $) = p $.
Do they want exact values in function of $S_n$ or comparing $E[S_m | S_n] $ with $S_n $ is enough?