Let $\Omega=[0,1]^2, \mathcal{F}=\mathcal{B}_{[0,1]^2}, P=\lambda_{[0,1]^2}$. Find $E(f|g)$ if $f(x,y)=x^2y, g(y)=y$.
I have no idea even how to start this exercise. Should we use definition, but I do not know the set for integration.
Let $\Omega=[0,1]^2, \mathcal{F}=\mathcal{B}_{[0,1]^2}, P=\lambda_{[0,1]^2}$. Find $E(f|g)$ if $f(x,y)=x^2y, g(y)=y$.
I have no idea even how to start this exercise. Should we use definition, but I do not know the set for integration.
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