Homework Help is Here – Start Your Trial Now!
Math
Probability
4. Let (2,A, P) be a probability space, let X, Y E L'(P), let a, 3 eR, and let C be a sub-0-algebra of A. Prove that E(aX + BY | C) = aE(X |C) + 3E(Y | C) P-a.s. (linearity of conditional expectation).

4. Let (2,A, P) be a probability space, let X, Y E L'(P), let a, 3 eR, and let C be a sub-0-algebra of A. Prove that E(aX + BY | C) = aE(X |C) + 3E(Y | C) P-a.s. (linearity of conditional expectation).

A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
See similar textbooks
icon
Related questions
Question
I need the answer as soon as possible
4. Let (2,A, P) be a probability space, let X, YEL'(P), let a, BER, and let C be a sub-0-algebra of . Prove that E(aX + BY | C) = aE(X |C) + 3E(Y | C) P-a.s. (linearity of conditional expectation).
Transcribed Image Text:4. Let (2,A, P) be a probability space, let X, YEL'(P), let a, BER, and let C be a sub-0-algebra of . Prove that E(aX + BY | C) = aE(X |C) + 3E(Y | C) P-a.s. (linearity of conditional expectation).
Expert Solution
steps

Step by step

Solved in 2 steps with 2 images

SEE SOLUTIONCheck out a sample Q&A here
Blurred answer