Behrends, Ehrhard - In: Statistics & Probability Letters 41 (1999) 4, pp. 397-400
Let X, W be independent real-valued random variables with finite expectation and E(W) = 0. We prove that only in the case W=0 the conditional expectation E(XX+W) coincides with X+W. The result is a consequence of the following cancellation theorem: Let P, Q, R be Borel probability measures on...
