double conditional expectation


I am trying to prove that for bounded X and Y,
E{Y E[X| F ]}= E{X E[Y| F ]}
where F is a sigma-field

Shall I try to prove the statement with X and Y indicator variables first? Then, combinations of indicator variables? Then make the transition to variables X and Y by a convergence theorem?

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Relevant Pages

  • Re: double conditional expectation
    ... Isabelle wrote: ... where F is a sigma-field ... Shall I try to prove the statement with X and Y indicator variables first? ...
    (sci.math.research)
  • Re: conditional expectation
    ... Probawannabe said ... where F is a sigma-field ... I think you may want to try to prove the statement with X and Y indicator variables. ... Then make the transition to variables X and Y. ...
    (sci.math)
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