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Let (, F,P) be a probability space. Suppose An belongs to F n =1,2,...) are disjoint evenis such that = Union of A n .
Let (, F,P) be a probability space. Suppose An belongs to F n =1,2,...) are disjoint evenis such that = Union of An. Let G = sigma-field ({An:n=1,2,...}).Suppose B F and X= indicator function IB. 1.Explain the definition of E(X | G) and why it exists. 2.Compute E(X | G).
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