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发帖数: 800 | 1 ☆─────────────────────────────────────☆
davfox121 (davfox) 于 (Sun Apr 8 23:07:38 2007) 提到:
As we know, when Z belong to Y, then E[E(X|Y)|Z]= E(X|Y]
But how to solve situation when Y belong to Z or there is no such
relationship between Z and Y.
For instance, if throw a die, with random variable X for {1,2,3,4,5,6}:
A. if Y is {1,2,3} and Z is {3,4}, then what is E[E(X|Y)|Z]? I think it is
E(X|{1,2,3})|{3,4}] = (1/2)*3=3/2
B. if Y is {1,2} and Z is {1,2,3}, then what is E[E(X|Y)|Z]? I think |
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