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It is often useful to use conditional probabilities for
the computation of expected values, the definition of the
conditional expectation follows from the definition of
conditional probability:

This used through the following equivalent of the
law of total probability:
If
*F*_{j},*j*=1...*M* is a partition of the state space ,

See the book, page 240, for the proof I gave inclass, and the craps
example.

*Susan Holmes*

*1998-12-07*