Dirac
Jun9-06, 01:19 PM
"Hi guys, can someone assist me with this proof?
Suppose X,Y belong to the probability triple (Omega, F, P)
and that E(X|Y)=Y, E(Y|X)=X.
Prove that P(X=Y)=1.
It gives the hint:
Consider E(X-Y;X>c,Y<=c) + E(X-Y;X<=c,Y<=c).
All I can get to is the result
XP(X)-YP(Y)=0
Thanks for any contribution."
Suppose X,Y belong to the probability triple (Omega, F, P)
and that E(X|Y)=Y, E(Y|X)=X.
Prove that P(X=Y)=1.
It gives the hint:
Consider E(X-Y;X>c,Y<=c) + E(X-Y;X<=c,Y<=c).
All I can get to is the result
XP(X)-YP(Y)=0
Thanks for any contribution."