I know that, for a random vector $(X,Y,Z)$ jointly normally distributed, the conditional expectation $\mathbb{E}[\,X\mid Y=y,Z=z]$ is an additive function of $y$ and $z$.
For what other distributions is this true?
2026-04-03 02:33:15.1775183595
For which joint distributions is a conditional expectation an additive function?
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