Cross Validated
2022-09-23 12:29 UTC
By M.C. Park
AI-113-20220923-social-media-5397e0ae
Law of Iterated Expectation for a Probability
In my understanding of a derivation, the following statement seems to be used: $$Pr[V\leq X]=E[Pr[V\leq X|X]]$$ where both $X$ and $V$ are random variables. Is this a kind of the law of iterated expectation?
In my understanding of a derivation, the following statement seems to be used: $$Pr[V\leq X]=E[Pr[V\leq X|X]]$$ where both $X$ and $V$ are random variables. Is this a kind of the law of iterated expectation?
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Cross Validated
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