If i have 2 random vectors $X$ and $Y$, each of them with own different pdf, what is the conceptual interpretation of saying that the conditional expectation of $X$ given $Y$ is null? i.e. \begin{equation} E[X|Y] = 0 \end{equation} Thank you very much for your attention.
interpretation of the conditional mean
1
$\begingroup$
probability
statistics
probability-theory
descriptive-statistics