# Today I Learned

Some of the things I've learned every day since Oct 10, 2016

## 38: Orthogonality Property of Conditional Expectation

November 17, 2016

Posted by on The **orthogonality property** of conditional expectation states that, where are random variables, is the conditional expectation of dependent on , and is any function of ,

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This can be interpreted as meaning that the ‘vector’/function is orthogonal to the space of functions of , which implies that gives the minimum mean squared error of given .

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