Expectation of CE The conditional expectation EXY]is a random variable.It has expectation (over Y) EEXIY=∑ E[XIY ylpy(y), ●or for continuous y x)dy.Expectation of CE • The conditional expectation E 𝑋 𝑌 is a random variable. It has expectation (over 𝑌) E[E 𝑋 𝑌 ] = ෍𝑦 E 𝑋 𝑌 = 𝑦 𝑝𝑌 𝑦 , • or for continuous 𝑌 E[E 𝑋 𝑌 ] = න 𝑅 E 𝑋 𝑌 = 𝑦 𝑓𝑌 𝑦 𝑑𝑦