# Conditional expectation

1. Nov 30, 2009

### yavanna

How can I do this?

Let X,Y r.v., $$\mathbb{E}(X|Y)=Y$$ and $$\mathbb{E}(Y|X)=X$$.
Proove that X=Y a.s.

Last edited: Nov 30, 2009
2. Nov 30, 2009

### bpet

could you give the definition of $$\mathbb{E}(X|Y)$$ then it might be easier