 Symmetrization as conditional expectation

If a finite group $\Gamma$ acts by measure-preserving maps on a probability space, let $\mathcal{I}$ be its invariant sigma-algebra. For an integrable random variable $Z$, the displayed group average is $\mathcal{I}$-measurable. For $A\in \mathcal{I}$, changing variables under each group element gives ${\int }_{A}Z\circ T_{g}d\mathbb{P}={\int }_{A}Zd\mathbb{P}$. The average therefore satisfies the defining integral identity for conditional expectation. For permutations of $N$ exchangeable coordinates, averaging a product attached to $d$ distinct indices yields the sum over all ordered distinct $d$-tuples divided by the falling factorial $(N{)}_d=N!/(N-d)!$.