I am reviewing in a book the proof of the following equation:
E(1A |{∅,BC,B,Ω})=P(A│B)1B+P(A│BC )1BC
The proof begins by saying "Note that every measurable function with respect to the σ-algebra G (for E (X | G)) given by {∅,BC,B,Ω} is constant in both BC and B.
My question is: Why every measurable function with respect to the σ-algebra G is constant in both BC and B?
Let be measurable w.r.t $G$. If $f$ takes two distinct values $a,b$ on $B$ then $B\cap f^{-1} \{a\}$ and $B\cap f^{-1} \{b\}$ must both be in the given sigma algebra. These sets are non-empty, disjoint and they are both contained in $B$. There are no such subsets of $B$ in the sigma algebra so $f$ cannot attain more than one value on $B$. Similarly for $B^{c}$.