Given a random variable $X$ on the space $\Omega$ endowed with sigma algebra $\mathcal{A}$. Let $\mathcal{F} \subset \mathcal{A}$ be a sub-sigma algebra.
How to prove that for the expectation value we have
$$E[E[X∣\mathcal{F}]]=E[X]$$?
2026-03-27 14:21:44.1774621304
Conditional expectation with respect to Sub-σ-algebra
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