# variance relationship of bernouilli rv

• Jan 7th 2010, 11:00 PM
jimmianlin
variance relationship of bernouilli rv
I am having problems understanding an explanation.

So we have constructed a random variable Y and Z which are both identical and independently distributed Bernoulli random variables with probability of 1/2. Now we create a new random variable X such that X=YZ. X is thus a Bernoulli rv with probability 1/4. Apparently its supposed to be obvious that Var[X|Y=1] = Var[Z], but I don't see why. Can anyone explain this step?
• Jan 7th 2010, 11:57 PM
matheagle
Quote:

Originally Posted by jimmianlin
I am having problems understanding an explanation.

So we have constructed a random variable Y and Z which are both identical and independently distributed Bernoulli random variables with probability of 1/2. Now we create a new random variable X such that X=YZ. X is thus a Bernoulli rv with probability 1/4. Apparently its supposed to be obvious that Var[X|Y=1] = Var[Z], but I don't see why. Can anyone explain this step?

Forget about the variance and all the Bernoulli stuff....
IF Y=1 then X=YZ=(1)(Z)=Z