Let $\Omega=\{1,2,3,4\}$, $A=\{1,2,3\}$, $B=\{4\}$ and $X$ be a random variable.
Then $E(E(X|\{A,B\}))$ has any meaning? How should I interpret this? I mean I condition on a family of sets that is NOT sigma algebra but just 2 disjoint events.
Let $\Omega=\{1,2,3,4\}$, $A=\{1,2,3\}$, $B=\{4\}$ and $X$ be a random variable.
Then $E(E(X|\{A,B\}))$ has any meaning? How should I interpret this? I mean I condition on a family of sets that is NOT sigma algebra but just 2 disjoint events.
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