Let $\varepsilon, X$ be real-valued random variables. Could you help me to show (if correct) that
(1) $E(\varepsilon)=E(\varepsilon\mid X)$
and
(2) $\varepsilon \sim N(0,1)$
imply that $\varepsilon\perp X$?
If the statement is wrong what would be the "corrected" version?
Suppose $X=\epsilon^2$, and $\epsilon\sim N(0,1)$.