Conditional Expectation Revisit The conditional expectation EXY of a random variable X given another random variable y,is a new random variable determined by Y. It's distribution is determined by the distribution of Y.Conditional Expectation Revisit • The conditional expectation E[𝑋|𝑌] of a random variable 𝑋 given another random variable 𝑌, is a new random variable determined by 𝑌. • It’s distribution is determined by the distribution of 𝑌