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Law of total expectation: Proof in the general case, Informal proof & Example
The proposition in probability theory known as the law of total expectation, the law of iterated expectations (LIE), Adam's law, the tower rule, and the smoothing property of conditional expectation, among other names, states that if X {\displaystyle X} is a random variable whose expected value E {\displaystyle \operatorname {E} } is defined, and Y…
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