Let P=(Ω,F,P) be a D1159: Probability space such that
(i) | G⊆F is a D470: Subsigma-algebra of F on Ω |
(ii) | X:Ω→Ξ is an D3066: Absolutely integrable random number on P |
(iii) | σpullback⟨X⟩,G is an D471: Independent collection of sigma-algebras in P |
Then
E(X∣G)a.s.=E(X)