问题如下:
Under what conditions are conditional expectations and marginal expectations equal?
选项:
解释:
If the two components X1 and X2 are independent, then the conditional expectation of any function of X1 given X2 = x2 is always the same as the marginal expectation of the same function.
That is, E[g(X1)|X2 = x2] = E[g(X1)] for any value x2.
请帮我看一下我的理解是否正确:
step1:如果X1,X2这2个随机变量相互独立,那么P(X1| X2=x2)=P(X1), 即【X=x2时,X1的条件概率】=【X1的非条件概率】
step2:所以E(X1| X2=x2)=E(X1),即conditional expectation of X1 by given X2=marginal expectation of X1
请问:这样理解对么?
由step1推导出step2?