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SIT Technique

Ex[X]=Ey[E[XโˆฃY]]\mathbb{E}_x[X] = \mathbb{E}_y [\mathbb{E}[X|Y]]

E[g(x,ย y,ย z)]=Ez[Eyโˆฃz[Exโˆฃy,z[g(x,ย y,ย z)โˆฃy,ย z]]]\mathbb{E}[g(x,~y,~z)] = \mathbb{E}_z [\mathbb{E}_{y|z}[ \mathbb{E}_{x|y,z}[g(x,~y,~z)|y,~z]]]

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