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Conditional expectation

  1. Nov 30, 2009 #1
    How can I do this?

    Let X,Y r.v., [tex]\mathbb{E}(X|Y)=Y[/tex] and [tex]\mathbb{E}(Y|X)=X[/tex].
    Proove that X=Y a.s.
     
    Last edited: Nov 30, 2009
  2. jcsd
  3. Nov 30, 2009 #2
    could you give the definition of [tex]\mathbb{E}(X|Y)[/tex] then it might be easier
     
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