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acar (心中的阳光) 于 (Sat Feb 10 01:29:28 2007) 提到:
发信人: acar (心中的阳光), 信区: Statistics
标 题: E[E[X|Y]|f(Y)]=E[X|f(Y)]如何证明呢?
发信站: BBS 未名空间站 (Sat Feb 10 01:29:14 2007), 转信
如果不用测度论的话?
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tuc (中年无肥) 于 (Sat Feb 10 03:08:36 2007) 提到:
For a rigorous proof, I believe measure theory is a must.
I just checked Sheldon Ross' . The author gives a proof
for discrete case random variables:
E[E[X|Y]] = E[X], given |
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