Let (2, A, P) be a probability space, let X be an integrable random variable. Let C be a sub-o-algebra of A. Prove that |(E(X|C)| < E( |X| | C ), P -a.s.
Let (2, A, P) be a probability space, let X be an integrable random variable. Let C be a sub-o-algebra of A. Prove that |(E(X|C)| < E( |X| | C ), P -a.s.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Transcribed Image Text:Let (2, A, P) be a probability space, let X be an integrable random
variable. Let C be a sub-o-algebra of
A. Prove that
|(E(X|C)| < E( |X| | C ), P -a.s.
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