Answered: Let X and Y be integrable random…

Let X and Y be integrable random variables on the probability space (Ω,F,P)andA be a sub-σ-field of F. Show that (i) if X ≤ Y a.s., then E(X|A) ≤ E(Y|A) a.s.;

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 36E

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