- #1
dabd
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How to compute [tex]E[X|Y1,Y2][/tex]?
Assume all random variables are discrete.
I tried [tex]E[X|Y1,Y2] = \sum_x{x p(x|y1,y2)[/tex] but I'm not sure how to compute [tex]p(x|y1,y2] = \frac{p(x \cap y1 \cap y2)}{p(y1 \cap y2)}[/tex]
If it is correct, how can I simplify the expression if Y1 and Y2 are iid?
Assume all random variables are discrete.
I tried [tex]E[X|Y1,Y2] = \sum_x{x p(x|y1,y2)[/tex] but I'm not sure how to compute [tex]p(x|y1,y2] = \frac{p(x \cap y1 \cap y2)}{p(y1 \cap y2)}[/tex]
If it is correct, how can I simplify the expression if Y1 and Y2 are iid?