Possible Duplicate:
Conditional Expectation / Estimator Confusion
Let $X_1, X_2, X_3 \sim N(0, d^2)$ and $T = X_1^2 + X_2^2 + X_3^2.$
I have an estimator for $d$, $$\hat{d} = \frac{\sqrt{T\ 2\pi}}{4},$$ and another estimator for $d$, $$\tilde{d} = \frac{1}{3} \sqrt{\pi / 2}\ \left(|X_1| + |X_2| + |X_3|\right).$$
I need to show that $\mathbb{E}(\tilde{d} | T) = \hat{d}$ and that $\mathbb{E}(|X_1| | T) = \frac{1}{2} \sqrt{T}$.
I'm mostly confused about how to proceed with the algebra to compute the expectations. I have never had to compute E[estimator | something] before
