Law of total expectation (source code)

= Law of total expectation
{title2=$\mathbb E[\mathbb E[X\mid\mathcal G]]=\mathbb E[X]$}
{wiki}

Taking expectation after conditioning recovers the original expectation. More generally, if $\mathcal H\subseteq\mathcal G$, then
$$
\mathbb E[\mathbb E[X\mid\mathcal G]\mid\mathcal H]
=\mathbb E[X\mid\mathcal H].
$$

= Tower property of conditional expectation
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= Law of iterated expectation
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