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(2, F, P) Let be a probability space. Let A be a random variable on that space. Let A EF P[AJE (0, 1) such that

(2, F, P) Let be a probability space. Let A be a random variable on that space. Let A EF P[AJE (0, 1) such that Proof that EXA EX] is equal to in the space (A, FnA, PA) PA where is the conditional probability given A

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