L13.2 Conditional Expectation as a Random Variable

MIT RES.6-012 Introduction to Probability, Spring 2018
Instructor: John Tsitsiklis

License: Creative Commons BY-NC-SA

[dww]

exactly what I needed, thanks so much

[skojdotcom]

Thank you for the clear explonation! :D

[drgothmania]

Since E[X|Y] is a random variable, it is a function that maps the possible outcomes in the outcome space to the numeric values in the measurable space. I understand that the possible outcomes are the outcomes of Y, and the numeric values in the measurable space are the expectations of X conditional on each outcome of Y. Am I correct?