- Thread starter
- #1

_{1}+ X

_{2}|Y) = E(X

_{1}|Y) + E(X

_{2}|Y)

So what I did was I plugged in to X = X

_{1}+ X

_{2}

E(E(X

_{1}+ X

_{2})|Y)g(Y))

= E(X

_{1}g(Y)) + E(X

_{2}g(Y))

= E(E(X

_{1}|y)g(Y) + E(X

_{2}|Y)g(Y))

= E(g(Y) [E(X

_{1}|Y) + E(X

_{2}|Y)]

am I on the right track? what do I do after that?