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Conditional Expectation - Department of Mathematics ...
web.ma.utexas.eduJan 24, 2015 · Lecture 10: Conditional Expectation 2 of 17 Example 10.2. Suppose that (W,F,P) is a probability space where W = fa,b,c,d,e, fg, F= 2W and P is uniform. Let X, Y and Z be random variables given by (in the obvious notation)