Prove E(X1 + X2 | Y=y) = E(X1 | Y=y) + E(X2 |Y=y). Prove both cases...

Prove E(X₁ + X₂ | Y=y) = E(X₁ | Y=y) + E(X₂ |Y=y). Prove both cases where all random variables are discrete and also when all random variables are continuous.

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TOPIC:Linearity of conditional expectation.

orchestra answered 1 year ago

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