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    Conditional expectations of sums of independent Bernoulli variables

    P-TRIV-PR19

    Area
    Prelim
    Status
    draft
    Contents

    Let ξ and η be two independent random variables taking values 1 and 0 with the probabilities p and \(q = 1 - p\) correspondingly. Find

    \[ \mathbf { E } ( \xi + \eta | \eta ) . \]

    \[ \mathbf { E } ( \xi | \xi + \eta ) . \]

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