use the second definition of conditional expectations Let X be a square-integrable a random variables. Starting from the projection definition of a conditional expectation, prove that E[X]{0, 2}] = E[X], E[X]o(X)] = X, and E[g(X)|o(X)] = g(X), where g is a Borel function and E[g²(X)] < x.
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![Let X be a square-integrable a random variables. Starting from the projection definition of a
conditional expectation, prove that E[X]{0, 2}] = E[X], E[X]o(X)] = X, and E[g(X)|o(X)] = g(X),
where g is a Borel function and E[g²(X)] < x.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F71f6a4b8-527f-4030-b85a-828002701c6f%2F04538c84-e27d-421f-9213-d6367ccb0c55%2F6h00qp8_processed.png&w=3840&q=75)
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