If $p = f(w,a)$, what is $\mathbb{E}[w | p]$?
Where $f$ is a continuous but unknown function, and $w$ and $a$ are correlated random variables.
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This came up a couple days ago. Search the site. – Randall Jan 15 '19 at 14:24
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I'm sorry, I tried but didn't even know what to search for. – km5041 Jan 15 '19 at 14:25