Hello, I am in deep need to get help to solve this question:
I am supposed to specify a prob. measure and show that the cond. expectations are not the same.
I have started to think that I can neither have G C F, or F C G because then the tower property implies an equality. Thus I need F and G to be non subsets of each other. I have tried with stuff like F=(O/, a, a^c, Ω) and G=(O/, b, b^c, Ω) but I am not sure of my solution.
I would be thankful if someone could show a solution to this problem!
I am supposed to specify a prob. measure and show that the cond. expectations are not the same.
I have started to think that I can neither have G C F, or F C G because then the tower property implies an equality. Thus I need F and G to be non subsets of each other. I have tried with stuff like F=(O/, a, a^c, Ω) and G=(O/, b, b^c, Ω) but I am not sure of my solution.
I would be thankful if someone could show a solution to this problem!