I was looking for an example of two dependent random variables in which
$\mathbb E(X|Y)=\mathbb E(X)$
I found this example:
$X∼U[−1,1]$ and $Y=X^2$
How can I prove that $\mathbb E(X∣Y)=0$?
thanks!
I was looking for an example of two dependent random variables in which
$\mathbb E(X|Y)=\mathbb E(X)$
I found this example:
$X∼U[−1,1]$ and $Y=X^2$
How can I prove that $\mathbb E(X∣Y)=0$?
thanks!
$E(XI_{{X^{2}} \leq x})=0$ for each $x$ because $X$ has same distribution as $-X$. This implies that $E(XI_A)=0$ for any $A \in \sigma (Y)$ and hence $E(X|Y)=0$.