=+34.14. 1 Suppose in Problem 34.13 that f=o(Z) for a random variable Z in L2.

Let Sz be the one-dimensional subspace spanned by Z. Show that Sz may be much smaller than Mo(z), so that E[ X ||Z] (for X € L2) is by no means the projection of X on Z. Hint: Take Z the identity function on the unit interval with Lebesgue measure.