ThmDex – An index of mathematical definitions, results, and conjectures.
P3274
We show that $\mathbb{E} X$ is the conditional expectation of $X$ given $\mathcal{G}$ by confirming that it satisfies the required properties. To start off, result R1177: Constant map is always measurable guarantees that $\mathbb{E} X \in \mathcal{G}$.

Next, fix $G \in \mathcal{G}$ and let $I_G$ denote the indicator function for $G$ within $\Omega$. Since $X$ and $\mathcal{G}$ are independent, result R2524: Independent sigma-algebra produces independent indicator functions shows that so are $X$ and $I_G$. Thus, we may apply result results
(i) R2258: Expectation of product is multiplicative for independent random numbers
(ii) R4652: Real-linearity of real expectation

to conclude \begin{equation} \mathbb{E}(X I_G) = \mathbb{E} X \mathbb{E} I_G = \mathbb{E}(\mathbb{E}(X) I_G) \end{equation} $\square$