I’m trying to find a post that asked why/what $E(X|X)=X$ and further, in the answers, the bottom answer explained why $E(f(X)|X)=f(X)$, but I can’t find it. It’s weird because I’m usually good at remembering what I google. Does anyone have the post I’m talking about?
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2https://stats.stackexchange.com/questions/468556/show-that-mathbbep-sp-s-p-s/468575#468575 or https://stats.stackexchange.com/questions/257357/the-derivation-of-exx – Thomas Lumley Jan 28 '21 at 07:58
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2https://stats.stackexchange.com/questions/257357/the-derivation-of-exx – Shaq Jan 28 '21 at 07:58