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jonath_laurent | 3 years ago
The reason for the apparent disagreement is that in order to point out a logical flaw in an argument, one must make the argument formal and explicit enough first. There are several plausible ways that the Wikipedia argument can be translated into a machine-checkable formal proof (and this ambiguity is at the core of the paradox). When I make such an attempt in my head, I am not interpreting the expectation as a conditional one and the problematic step is about conflating a random variable with a fixed constant. In your attempt to formalize the Wikipedia argument, you try and use the iterated expectation theorem and the problematic step becomes different. Seeing from the comments, several people agree with my interpretation but clearly there is an ambiguity here that is part of the paradox.
Thanks for prompting me to add nuance to my comment.
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