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Let X, Y, and Z be jointly continuous random variables. Assume that all conditional PDFs and expectations are well defined. E.g., when conditioning on X=x,
Let X, Y, and Z be jointly continuous random variables. Assume that all conditional PDFs and expectations are well defined. E.g., when conditioning on X=x, assume that x is such that fx(x)>0. For each one of the following formulas, state whether it is true for all choices of the function g or false (i.e., not true for all choices of g).
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