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STOCH3 · 1

Conditional expectation

9 concepts · 17 questions

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STOCH3Quick check●○○○○new1 Conditional expectation

Roll a die and let G=σ({even})\mathcal G = \sigma(\{\text{even}\}). Is Z=1{6}Z = \mathbf 1_{\{6\}} G\mathcal G-measurable?