Iv'e encountered the following definition:
$X\sim \exp(\lambda)$ and let $(U|X=x) \sim \mathcal U[x-1,x+1]$ for $x\geq 0$.
Now I know that since $X$ is continuous, $P(X=x)=0$ for any $x$. So how can we even discuss $(U|X=x)$?
Iv'e encountered the following definition:
$X\sim \exp(\lambda)$ and let $(U|X=x) \sim \mathcal U[x-1,x+1]$ for $x\geq 0$.
Now I know that since $X$ is continuous, $P(X=x)=0$ for any $x$. So how can we even discuss $(U|X=x)$?
$E(X|Y)$ can be written as $f(Y)$ for some measurable function $f: \mathbb R \to \mathbb R$ and $E(X|Y=x)$ is the notation used for the function $f(x)$.