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kindly show full solution thank you 5. (i) Let ((2, .73, P) be a probability space, Q be a sub-a-algebra of .73, and X be

kindly show full solution thank you

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5. (i) Let ((2, .73, P) be a probability space, Q be a sub-a-algebra of .73, and X be an inte- grable random variable. Define the conditional expectation E [X |g] of X given g. If Y is another random variable, what is meant by E [X IY], the conditional expectation of X given Y ? (ii)Let (Q, .73, P) be the unit interval probability space, and X be the random variable defined by 1 w 5 0.3 X(w) = 3 0.3

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