Let $X$ a continuous random variable in $(\Omega, F, P)$ and $A \in F$. Does someone has the proof for the result below ? (for discrete variables, it is trivial)
$E[X|A]=\frac{E[X1_{A}]}{P(A)}$
Let $X$ a continuous random variable in $(\Omega, F, P)$ and $A \in F$. Does someone has the proof for the result below ? (for discrete variables, it is trivial)
$E[X|A]=\frac{E[X1_{A}]}{P(A)}$
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