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Graduate How to Prove E[Y|F0]=Y When Y is F0-Measurable?
anybody??- umutk
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- Forum: Set Theory, Logic, Probability, Statistics
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Graduate How to Prove E[Y|F0]=Y When Y is F0-Measurable?
I need help about conditional expectation for my research. I get stucked on this point. Could anyone show me how to prove that: "Let E[|Y|]<∞. By checking that Definition is satisfied, show that if Y is measurable F0, then E[Y|F0]=Y." Def: Let Y be a random variable defined on an underlying...- umutk
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- Conditional Conditional expectation Expectation
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- Forum: Set Theory, Logic, Probability, Statistics