Thread: 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!

Originally Posted by aniguchisan

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:



Expected value - Wikipedia, the free encyclopedia



Help please and thanks in advance!

aNon1

Originally Posted by Anonymous1

aNon1

Thanks for that, appreciate it.