I'm reading the Greene book on Econometrics and am not understanding some of the notation; specifically, in the following equation, what does Ex mean.

E[$\epsilon$i]= Ex[E[$\epsilon$i|X]] = Ex[0]=0

I know that E is the expectations operator.

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    $\begingroup$ It means the expectation operator is defined exclusively over the variable in the subscript $\endgroup$ – Jeremias K Dec 27 '17 at 13:09

As mentioned by Jeremias K in a comment, the subscripting of the expectation often denotes what the expectation is "under". This means which variable(s) have an expectation applied to them. In many cases the expectation should be clear from the context but the notation is often used to emphasize. For a specific example using the normal distribution see my answer: calculating $\mathbb{E}(XY)$ for a normal distribution.


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