Let $X$ be A real random variable. $A$ is an event.
Is the following equality correct?
$E[X 1_A] = E[X | A] P(A)$
In particular, if $P(A) = 0$, is the equality still true?
Let $X$ be A real random variable. $A$ is an event.
Is the following equality correct?
$E[X 1_A] = E[X | A] P(A)$
In particular, if $P(A) = 0$, is the equality still true?
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