Is there any property to simplify a conditional expectation of the form:
$\mathbb{E}[A| B\cup C]$
In my particular case, $A$ and $B$ are independent, so I would like to use the fact that $\mathbb{E}[A|B]=\mathbb{E}[A]$
Thank you
Is there any property to simplify a conditional expectation of the form:
$\mathbb{E}[A| B\cup C]$
In my particular case, $A$ and $B$ are independent, so I would like to use the fact that $\mathbb{E}[A|B]=\mathbb{E}[A]$
Thank you
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