Timeline for Prove E[Y|X] = f(X)
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 3, 2022 at 1:26 | comment | added | Cabbage Roll | Thank you! understood | |
| Oct 3, 2022 at 1:26 | vote | accept | Cabbage Roll | ||
| Sep 30, 2022 at 22:49 | answer | added | John Madden | timeline score: 3 | |
| Sep 30, 2022 at 22:18 | comment | added | whuber♦ | You were done before you reached step (5). In fact, at that point $Y$ no longer appears anywhere. You can't just stick $Y$ back in, either, because it involves $\epsilon,$ which also has vanished. A basic property of conditional expectations -- usually proven as soon as conditional expectation is defined -- is that $E[f(X)\mid X] = f(X).$ This is called "taking out what is known." | |
| S Sep 30, 2022 at 22:10 | review | First questions | |||
| Sep 30, 2022 at 22:41 | |||||
| S Sep 30, 2022 at 22:10 | history | asked | Cabbage Roll | CC BY-SA 4.0 |