Given two random variables $X,Y$ defined on the same probability space, if $E[X|Y]$ is not a function of $Y$ can we say that $X$ and $Y$ are independent?
2026-03-26 17:28:17.1774546097
Inferring independence from conditional expectation
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No. It is permisable for $\mathsf E(X\mid Y)$ to be constant , but have $X$ dependent on $Y$.
You can surely imagine a distribution where the conditional expected value for $X$ given $Y$ is constant, but have the realised values for $X$ be restricted by values for $Y$.