Let G be a subsigma algebra and X is squareintegrable:
=> $ E[X²] = E[(X-E[X|G])²] + E[E[X|G]²]$
I know that this can be directly shown interpreting the conditional experience as a projection in $L^2$. Is there also another way to show it?
2026-04-07 16:09:58.1775578198
pythagorean theorem for conditional experience
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