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The question and the answer is given below. Can someone explain how the process A changed to B? I know there are multiple steps that are not shown in the answer below, but I'm just curious about the step A->B. Thanks!!!

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Were you ever introduced to (the joys of) conditional expectations? –  Did Nov 30 '12 at 1:26
You might find this of interest: math.stackexchange.com/questions/41536/… –  gnometorule Nov 30 '12 at 2:55
thanks guys! Appreciate it. –  user1486802 Nov 30 '12 at 6:30

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