I had a general question regarding a statement in statistics; it is for no assignment or examination. The setting is this, we know that for given random variables $X$ and $Y$, we can compute $E[X]=E\big[E[X|Y]\big]$.
We would see the above statement in most basic classes. Now, suppose we have $X,Y,$ and $Z$; can we then say that $E[X] = E\bigg[E\big[E[X|Y]\big]\bigg|Z\bigg]$?