Let $(X_n)$ i.i.d integrable random variables and $S_n=\sum_{i=1}^n X_i$.
How can I compute $E[X_1 \mid X_2]$; $E[S_n\mid X_1]$; $E[S_n \mid S_{n-1}]$?
Let $(X_n)$ i.i.d integrable random variables and $S_n=\sum_{i=1}^n X_i$.
How can I compute $E[X_1 \mid X_2]$; $E[S_n\mid X_1]$; $E[S_n \mid S_{n-1}]$?