Why E[E[Y|X]]=sum E[Y|X]*p(x)?
When we calculate E[Y|X], we calculate sum y*p(x,y)/p(x).
It means y multiply conditional probability p(x|y).
Why E[E[Y|X]] not E[Y|X]*p(y)?
Why the probability of E[Y|X] is p(x)?
I think it should be p(y), because the object of expected value should be Y like E[Y|X],shouldn't it?
How can it become X?
Last edited: Mar 12, 2023