Conditional expectation

  • Thread starter yavanna
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  • #1
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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.
 
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Answers and Replies

  • #2
525
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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.
could you give the definition of [tex]\mathbb{E}(X|Y)[/tex] then it might be easier
 

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