Suppose we have $X \sim Exp(4)$ and $Y \sim N(0,1)$ which are independent.

What can we say about $\mathbb{E}[X|Y]$?

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    $\begingroup$ if they are independent then $E(X|Y) = E(X)$. Can you take it from there? $\endgroup$ – Do not reinstate Monica Nov 18 '20 at 18:50

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