Law of total expectation

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The proposition in probability theory known as the law of total expectation, the law of iterated expectations (LIE), Adam's law, the tower rule, and the smoothing property of conditional expectation, among other names, states that if X {\displaystyle X} is a random variable whose expected value E ⁡ [ X ] {\displaystyle \operatorname {E} [X]} is defined, and Y {\displaystyle Y} is any random variable on the same probability space, then E ⁡ [ X ] = E ⁡ [ E ⁡ [ X ∣ Y ] ] , {\displaystyle \operatorname {E} [X]=\operatorname {E} [\operatorname {E} [X\mid Y]],} i.e., the expected value of the conditional expected value of X...

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