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Sagot :
Solution :
From the given equation :
E[ E (X|Y) ] = E (X)
a). Then,
E[ E [ X|Y,Z] | Z] = E [ X|Z ]
---- True
E [ E [ X|Y ] | Z ] = E [ X|Z ]
---- False
E [E [X | Y,Z ]] = E [X|Y ]
---- False
b). Th quantity E [ g (X,Y) | Y,Z ] is ,
- A random variable ----- True
- A number ----- False
- A function of (X,Y) ----- False
- A function of (Y,Z) ----- True
- A function of Z only ------- False
The low of iteration tell the following statement are true E[ E [ X|Y,Z] | Z] = E [ X|Z ] . A random variable y . A function of (Y,Z)
From the given equation the law of iterated expectations
[tex]E[ E (X|Y) ] = E (X)[/tex]
Therefore We have to find a)
What is the definition of iteration?
Iteration is the repetition of a process in order to generate a sequence of outcomes.
So by using the low of iteration we can say that,
E[ E [ X|Y,Z] | Z] = E [ X|Z ] ---- True
E [ E [ X|Y ] | Z ] = E [ X|Z ] ---- False
E [E [X | Y,Z ]] = E [X|Y ] ---- False
b). Th quantity E [ g (X,Y) | Y,Z ] is ,
For a random variable y this is ----- True
For a number ----- False
For a function of (X,Y) ----- False
For a function of (Y,Z) ----- True
For function of Z only ------- False
Therefore,The low of iteration tell the following statement are true E[ E [ X|Y,Z] | Z] = E [ X|Z ] . A random variable y . A function of (Y,Z)
To learn more about the iteration visit:
https://brainly.com/question/14284157
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