You are rolling a die three times, whereby $X$ denotes the random variable which counts the sum of the values of the dice. Let $A$ denote the event that $X$ is even.
- Is $X$ independent of $A$?
- Does $E[X|A]=E[X]$ hold?
Clearly, 1. would imply 2., but I don't really see how I can quickly check for independence here.
Obviously $X$ and $A$ are not independent. If we know the value of $X$, we also know the value of $A$.
For the second part, there are $216$ possibilities for the three rolls. In $27$ of them all rolls are even, in $27$, all rolls are odd. In $81$ cases, two rolls are odd and one is even, and in $81$, two rolls are even and one is odd. In the first and third cases, $X$ is even, and in the second and fourth, $X$ is odd.
Compare the first and second cases. There is a one-to-one correspondence between the outcomes, by subtracting $1$ from each of the rolls, if they are all even. So the total of the case $1$ rolls is $81$ more than the total of the case $2$ rolls.
We can map case $3$ to case $4$ by adding $1$ to each of the odd rolls and subtracting $1$ from the even roll, so the total of the case $3$ rolls is $81$ less than the total of the case $4$ rolls.
That is, the sum of the rolls when $X$ is even is the same as the sum of the rolls when $X$ is odd, and equation $2$ holds.