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Math Help - Covariances and Iterated Expectations Proof

  1. #1
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    Covariances and Iterated Expectations Proof

    Hi, we have X and Y as real-valued random variables and g and h as real-valued functions.

    Could someone help me with the following? What is the definition of the following?



    and



    I am also required to prove the following rule of iterated expectations:



    Help please and thanks in advance!
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  2. #2
    Super Member Anonymous1's Avatar
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    Quote Originally Posted by aniguchisan View Post
    Hi, we have X and Y as real-valued random variables and g and h as real-valued functions.

    Could someone help me with the following? What is the definition of the following?

    \color{red}{\text{It is in your last jpg}}



    and



    I am also required to prove the following rule of iterated expectations:

    \color{red}{\text{You can find the proof here: (scroll down to iterated expectation)}}

    Expected value - Wikipedia, the free encyclopedia



    Help please and thanks in advance!
    aNon1
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  3. #3
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    Quote Originally Posted by Anonymous1 View Post
    aNon1
    Thanks for that, appreciate it.
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