- #1

- 15

- 0

I have the following question. Suppose that X and Y are independent and f(x,y) is nonnegative. Put g(x)=E[f(x,Y)] and show E[g(X)]=E[f(X,Y)]. Show more generally that Integral over X in A of g(X) dP = Integral over X in A of f(X,Y) dP. Extend to f that may be negative. I've had no issues, except with the extension to negative f part. Any suggestions?