Is the tower property true conditional on vector?

52 Views Asked by At

Let $X|\theta \sim F$ with $\theta$ a random vector and $X$ a random variable. Is it true that $$ E[X] = E[E[X|\theta]] $$ even though $\theta$ is a vector? If so, can one say that if $X|\mu,\sigma \sim N(\mu, \sigma^2)$ then $E[X] = E[E[X|\mu,\sigma]] = E[\mu]$?

1

There are 1 best solutions below

0
On BEST ANSWER

As @geetha290krm mentioned, it is true.