Conditional expectation

yavanna

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Joined
Nov 11, 2009
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2
I don't know how to prove this one. Could you give me some hint? Thanks

Let X,Y r.v., \(\displaystyle \mathbb{E}(X|Y)=Y\) and \(\displaystyle \mathbb{E}(Y|X)=X\).
Proove that \(\displaystyle X=Y\) a.s.
 
1) Your notation can't be right, can it? Don't you mean E(X|Y) = y and finally x = y?
2) What is the algebraic definition of your conditional expectations?
 
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