Suppose a RV X is a function of a RV Y, X=f(Y) for some function f. Show that E[XZ|Y]=XE[Z|Y] almost surely for any RV Z
Not sure how to go about doing this, or doing almost surely proofs in general.
Suppose a RV X is a function of a RV Y, X=f(Y) for some function f. Show that E[XZ|Y]=XE[Z|Y] almost surely for any RV Z
Not sure how to go about doing this, or doing almost surely proofs in general.
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