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Stochastic Calculus: Conditional Expectation
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[QUOTE="andrewkirk, post: 6860150, member: 265790"] To specify the distribution for a discrete-valued random variable like W you need to specify the set of unique possible values it can take, and the probability of each value. You have identified above six possible values of W=E[Z|X], each corresponding to a different result X from the red die. Assuming that die is fair, what is the probability of each of those different values? One thing remains: you need to check wheter any of the six values of W are the same, ie if two different values of X can give the same value of W. If any do, you need to combine them by adding their probabilities. [/QUOTE]
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Stochastic Calculus: Conditional Expectation
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