ThmDex – An index of mathematical definitions, results, and conjectures.
P3231
Result R1194: Indicator function with respect to set complement shows that $I_{E^{\complement}} = 1 - I_E$. Thus, applying R1816: Complex-linearity of complex conditional expectation, we have \begin{equation} \mathbb{P}(E^{\complement} \mid \mathcal{G}) = \mathbb{E}(I_{E^{\complement}} \mid \mathcal{G}) = \mathbb{E}(1 - I_E \mid \mathcal{G}) = 1 - \mathbb{E}(I_E \mid \mathcal{G}) = 1 - \mathbb{P}(E \mid \mathcal{G}) \end{equation} $\square$