1. 

   imgauravgoel@gmail.com Member

   E [E [Y | X ]] = integral of E [Y | X] f (x) dx
   
   Can anyone explain explain the concept of multiplying f(x)?

    

   Last edited by a moderator: Mar 21, 2014

   imgauravgoel@gmail.com, Mar 21, 2014

   #1
2. 

   bapan Ton up Member

   You are computing expectation of a function of a random variable X with pdf f(x):
   
   E[g(x)] = integrate{ g(x) * f(x) dx }
   
   Here g(x) = E(Y | X = x)
   
   Check section 3.1 in page 125.

    

   bapan, Mar 21, 2014

   #2

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